NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 52.70 53.61 0.91 1.7% 53.34
High 53.98 54.55 0.57 1.1% 54.65
Low 52.50 52.72 0.22 0.4% 51.60
Close 53.84 52.98 -0.86 -1.6% 53.84
Range 1.48 1.83 0.35 23.6% 3.05
ATR 2.61 2.56 -0.06 -2.1% 0.00
Volume 132,946 97,038 -35,908 -27.0% 503,433
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.91 57.77 53.99
R3 57.08 55.94 53.48
R2 55.25 55.25 53.32
R1 54.11 54.11 53.15 53.77
PP 53.42 53.42 53.42 53.24
S1 52.28 52.28 52.81 51.94
S2 51.59 51.59 52.64
S3 49.76 50.45 52.48
S4 47.93 48.62 51.97
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.51 61.23 55.52
R3 59.46 58.18 54.68
R2 56.41 56.41 54.40
R1 55.13 55.13 54.12 55.77
PP 53.36 53.36 53.36 53.69
S1 52.08 52.08 53.56 52.72
S2 50.31 50.31 53.28
S3 47.26 49.03 53.00
S4 44.21 45.98 52.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.65 51.61 3.04 5.7% 2.13 4.0% 45% False False 104,943
10 57.27 51.60 5.67 10.7% 2.33 4.4% 24% False False 101,682
20 57.27 49.72 7.55 14.3% 2.72 5.1% 43% False False 104,120
40 57.47 46.68 10.79 20.4% 2.61 4.9% 58% False False 84,592
60 69.00 46.68 22.32 42.1% 2.58 4.9% 28% False False 70,217
80 79.86 46.68 33.18 62.6% 2.51 4.7% 19% False False 61,977
100 86.60 46.68 39.92 75.3% 2.41 4.5% 16% False False 56,328
120 91.94 46.68 45.26 85.4% 2.24 4.2% 14% False False 51,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.63
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.33
2.618 59.34
1.618 57.51
1.000 56.38
0.618 55.68
HIGH 54.55
0.618 53.85
0.500 53.64
0.382 53.42
LOW 52.72
0.618 51.59
1.000 50.89
1.618 49.76
2.618 47.93
4.250 44.94
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 53.64 53.20
PP 53.42 53.13
S1 53.20 53.05

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

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