NYMEX Light Sweet Crude Oil Future August 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	56.51	56.44	-0.07	-0.1%	55.77
High	57.03	57.15	0.12	0.2%	57.19
Low	55.70	56.11	0.41	0.7%	54.44
Close	56.83	56.34	-0.49	-0.9%	56.82
Range	1.33	1.04	-0.29	-21.8%	2.75
ATR	2.13	2.05	-0.08	-3.6%	0.00
Volume	28,522	43,244	14,722	51.6%	145,196

Daily Pivots for day following 05-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.65	59.04	56.91
R3	58.61	58.00	56.63
R2	57.57	57.57	56.53
R1	56.96	56.96	56.44	56.75
PP	56.53	56.53	56.53	56.43
S1	55.92	55.92	56.24	55.71
S2	55.49	55.49	56.15
S3	54.45	54.88	56.05
S4	53.41	53.84	55.77

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.40	63.36	58.33
R3	61.65	60.61	57.58
R2	58.90	58.90	57.32
R1	57.86	57.86	57.07	58.38
PP	56.15	56.15	56.15	56.41
S1	55.11	55.11	56.57	55.63
S2	53.40	53.40	56.32
S3	50.65	52.36	56.06
S4	47.90	49.61	55.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.19	55.37	1.82	3.2%	1.35	2.4%	53%	False	False	31,910
10	57.19	54.44	2.75	4.9%	1.60	2.8%	69%	False	False	29,554
20	59.24	53.36	5.88	10.4%	2.03	3.6%	51%	False	False	25,575
40	59.24	49.00	10.24	18.2%	2.16	3.8%	72%	False	False	18,779
60	66.34	49.00	17.34	30.8%	2.22	3.9%	42%	False	False	13,974
80	79.78	49.00	30.78	54.6%	2.09	3.7%	24%	False	False	11,213

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	61.57
2.618	59.87
1.618	58.83
1.000	58.19
0.618	57.79
HIGH	57.15
0.618	56.75
0.500	56.63
0.382	56.51
LOW	56.11
0.618	55.47
1.000	55.07
1.618	54.43
2.618	53.39
4.250	51.69

Fisher Pivots for day following 05-Mar-2015
Pivot	1 day	3 day
R1	56.63	56.43
PP	56.53	56.40
S1	56.44	56.37

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols