NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 51.76 52.55 0.79 1.5% 51.92
High 52.75 53.56 0.81 1.5% 53.04
Low 51.54 51.52 -0.02 0.0% 50.03
Close 52.50 53.23 0.73 1.4% 52.14
Range 1.21 2.04 0.83 68.6% 3.01
ATR 2.51 2.48 -0.03 -1.3% 0.00
Volume 174,360 126,797 -47,563 -27.3% 593,669
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.89 58.10 54.35
R3 56.85 56.06 53.79
R2 54.81 54.81 53.60
R1 54.02 54.02 53.42 54.42
PP 52.77 52.77 52.77 52.97
S1 51.98 51.98 53.04 52.38
S2 50.73 50.73 52.86
S3 48.69 49.94 52.67
S4 46.65 47.90 52.11
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.77 59.46 53.80
R3 57.76 56.45 52.97
R2 54.75 54.75 52.69
R1 53.44 53.44 52.42 54.10
PP 51.74 51.74 51.74 52.06
S1 50.43 50.43 51.86 51.09
S2 48.73 48.73 51.59
S3 45.72 47.42 51.31
S4 42.71 44.41 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.56 50.03 3.53 6.6% 1.95 3.7% 91% True False 145,703
10 53.86 50.03 3.83 7.2% 2.10 4.0% 84% False False 121,676
20 56.08 49.49 6.59 12.4% 2.54 4.8% 57% False False 108,238
40 56.08 45.52 10.56 19.8% 2.57 4.8% 73% False False 75,467
60 67.44 45.52 21.92 41.2% 2.58 4.9% 35% False False 56,731
80 79.76 45.52 34.24 64.3% 2.47 4.6% 23% False False 45,468
100 85.40 45.52 39.88 74.9% 2.35 4.4% 19% False False 37,935
120 91.81 45.52 46.29 87.0% 2.17 4.1% 17% False False 32,501
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.23
2.618 58.90
1.618 56.86
1.000 55.60
0.618 54.82
HIGH 53.56
0.618 52.78
0.500 52.54
0.382 52.30
LOW 51.52
0.618 50.26
1.000 49.48
1.618 48.22
2.618 46.18
4.250 42.85
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 53.00 52.91
PP 52.77 52.59
S1 52.54 52.28

These figures are updated between 7pm and 10pm EST after a trading day.

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