NYMEX Light Sweet Crude Oil Future September 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 57.66 57.37 -0.29 -0.5% 56.71
High 57.98 57.97 -0.01 0.0% 58.18
Low 56.74 57.00 0.26 0.5% 55.46
Close 57.76 57.24 -0.52 -0.9% 57.91
Range 1.24 0.97 -0.27 -21.8% 2.72
ATR 2.07 1.99 -0.08 -3.8% 0.00
Volume 25,199 50,966 25,767 102.3% 144,122
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.31 59.75 57.77
R3 59.34 58.78 57.51
R2 58.37 58.37 57.42
R1 57.81 57.81 57.33 57.61
PP 57.40 57.40 57.40 57.30
S1 56.84 56.84 57.15 56.64
S2 56.43 56.43 57.06
S3 55.46 55.87 56.97
S4 54.49 54.90 56.71
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.34 64.35 59.41
R3 62.62 61.63 58.66
R2 59.90 59.90 58.41
R1 58.91 58.91 58.16 59.41
PP 57.18 57.18 57.18 57.43
S1 56.19 56.19 57.66 56.69
S2 54.46 54.46 57.41
S3 51.74 53.47 57.16
S4 49.02 50.75 56.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 56.50 1.68 2.9% 1.27 2.2% 44% False False 33,364
10 58.18 55.46 2.72 4.8% 1.52 2.7% 65% False False 30,979
20 59.95 54.57 5.38 9.4% 1.91 3.3% 50% False False 31,567
40 59.95 49.90 10.05 17.6% 2.08 3.6% 73% False False 26,497
60 66.51 49.90 16.61 29.0% 2.15 3.8% 44% False False 20,619
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 62.09
2.618 60.51
1.618 59.54
1.000 58.94
0.618 58.57
HIGH 57.97
0.618 57.60
0.500 57.49
0.382 57.37
LOW 57.00
0.618 56.40
1.000 56.03
1.618 55.43
2.618 54.46
4.250 52.88
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 57.49 57.38
PP 57.40 57.33
S1 57.32 57.29

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

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