NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 52.55 53.28 0.73 1.4% 51.92
High 53.56 54.00 0.44 0.8% 53.04
Low 51.52 52.40 0.88 1.7% 50.03
Close 53.23 52.55 -0.68 -1.3% 52.14
Range 2.04 1.60 -0.44 -21.6% 3.01
ATR 2.48 2.42 -0.06 -2.5% 0.00
Volume 126,797 194,152 67,355 53.1% 593,669
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.78 56.77 53.43
R3 56.18 55.17 52.99
R2 54.58 54.58 52.84
R1 53.57 53.57 52.70 53.28
PP 52.98 52.98 52.98 52.84
S1 51.97 51.97 52.40 51.68
S2 51.38 51.38 52.26
S3 49.78 50.37 52.11
S4 48.18 48.77 51.67
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 54.00 50.81 3.19 6.1% 1.67 3.2% 55% True False 158,530
10 54.00 50.03 3.97 7.6% 1.98 3.8% 63% True False 132,944
20 56.08 49.49 6.59 12.5% 2.40 4.6% 46% False False 114,501
40 56.08 45.52 10.56 20.1% 2.54 4.8% 67% False False 79,651
60 66.09 45.52 20.57 39.1% 2.58 4.9% 34% False False 59,721
80 79.76 45.52 34.24 65.2% 2.48 4.7% 21% False False 47,751
100 83.92 45.52 38.40 73.1% 2.34 4.4% 18% False False 39,786
120 91.81 45.52 46.29 88.1% 2.16 4.1% 15% False False 34,080
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.80
2.618 58.19
1.618 56.59
1.000 55.60
0.618 54.99
HIGH 54.00
0.618 53.39
0.500 53.20
0.382 53.01
LOW 52.40
0.618 51.41
1.000 50.80
1.618 49.81
2.618 48.21
4.250 45.60
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 53.20 52.76
PP 52.98 52.69
S1 52.77 52.62

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

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