NYMEX Light Sweet Crude Oil Future July 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 54.61 55.27 0.66 1.2% 54.70
High 55.64 56.04 0.40 0.7% 56.12
Low 54.59 54.45 -0.14 -0.3% 53.09
Close 55.53 55.74 0.21 0.4% 55.44
Range 1.05 1.59 0.54 51.4% 3.03
ATR 2.34 2.29 -0.05 -2.3% 0.00
Volume 59,543 41,892 -17,651 -29.6% 249,836
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.18 59.55 56.61
R3 58.59 57.96 56.18
R2 57.00 57.00 56.03
R1 56.37 56.37 55.89 56.69
PP 55.41 55.41 55.41 55.57
S1 54.78 54.78 55.59 55.10
S2 53.82 53.82 55.45
S3 52.23 53.19 55.30
S4 50.64 51.60 54.87
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.97 62.74 57.11
R3 60.94 59.71 56.27
R2 57.91 57.91 56.00
R1 56.68 56.68 55.72 57.30
PP 54.88 54.88 54.88 55.19
S1 53.65 53.65 55.16 54.27
S2 51.85 51.85 54.88
S3 48.82 50.62 54.61
S4 45.79 47.59 53.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.12 53.40 2.72 4.9% 1.68 3.0% 86% False False 52,083
10 56.25 53.09 3.16 5.7% 1.87 3.3% 84% False False 45,633
20 58.37 52.16 6.21 11.1% 2.32 4.2% 58% False False 43,040
40 58.37 47.87 10.50 18.8% 2.39 4.3% 75% False False 31,908
60 67.70 47.87 19.83 35.6% 2.39 4.3% 40% False False 23,876
80 79.75 47.87 31.88 57.2% 2.30 4.1% 25% False False 19,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.80
2.618 60.20
1.618 58.61
1.000 57.63
0.618 57.02
HIGH 56.04
0.618 55.43
0.500 55.25
0.382 55.06
LOW 54.45
0.618 53.47
1.000 52.86
1.618 51.88
2.618 50.29
4.250 47.69
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 55.58 55.55
PP 55.41 55.36
S1 55.25 55.17

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

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