NYMEX Light Sweet Crude Oil Future July 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 55.27 55.50 0.23 0.4% 54.70
High 56.04 56.20 0.16 0.3% 56.12
Low 54.45 55.03 0.58 1.1% 53.09
Close 55.74 55.25 -0.49 -0.9% 55.44
Range 1.59 1.17 -0.42 -26.4% 3.03
ATR 2.29 2.21 -0.08 -3.5% 0.00
Volume 41,892 71,238 29,346 70.1% 249,836
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.00 58.30 55.89
R3 57.83 57.13 55.57
R2 56.66 56.66 55.46
R1 55.96 55.96 55.36 55.73
PP 55.49 55.49 55.49 55.38
S1 54.79 54.79 55.14 54.56
S2 54.32 54.32 55.04
S3 53.15 53.62 54.93
S4 51.98 52.45 54.61
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 56.20 54.20 2.00 3.6% 1.37 2.5% 53% True False 56,022
10 56.20 53.09 3.11 5.6% 1.71 3.1% 69% True False 50,363
20 58.37 52.16 6.21 11.2% 2.18 3.9% 50% False False 44,627
40 58.37 47.87 10.50 19.0% 2.35 4.3% 70% False False 33,361
60 66.37 47.87 18.50 33.5% 2.39 4.3% 40% False False 24,997
80 79.75 47.87 31.88 57.7% 2.30 4.2% 23% False False 19,968
100 83.79 47.87 35.92 65.0% 2.19 4.0% 21% False False 16,657
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.17
2.618 59.26
1.618 58.09
1.000 57.37
0.618 56.92
HIGH 56.20
0.618 55.75
0.500 55.62
0.382 55.48
LOW 55.03
0.618 54.31
1.000 53.86
1.618 53.14
2.618 51.97
4.250 50.06
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 55.62 55.33
PP 55.49 55.30
S1 55.37 55.28

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

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