NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 57.37 57.56 0.19 0.3% 57.72
High 57.97 57.70 -0.27 -0.5% 58.18
Low 57.00 56.04 -0.96 -1.7% 56.04
Close 57.24 56.39 -0.85 -1.5% 56.39
Range 0.97 1.66 0.69 71.1% 2.14
ATR 1.99 1.96 -0.02 -1.2% 0.00
Volume 50,966 36,126 -14,840 -29.1% 169,990
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.69 60.70 57.30
R3 60.03 59.04 56.85
R2 58.37 58.37 56.69
R1 57.38 57.38 56.54 57.05
PP 56.71 56.71 56.71 56.54
S1 55.72 55.72 56.24 55.39
S2 55.05 55.05 56.09
S3 53.39 54.06 55.93
S4 51.73 52.40 55.48
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.29 61.98 57.57
R3 61.15 59.84 56.98
R2 59.01 59.01 56.78
R1 57.70 57.70 56.59 57.29
PP 56.87 56.87 56.87 56.66
S1 55.56 55.56 56.19 55.15
S2 54.73 54.73 56.00
S3 52.59 53.42 55.80
S4 50.45 51.28 55.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 56.04 2.14 3.8% 1.29 2.3% 16% False True 33,998
10 58.18 55.46 2.72 4.8% 1.58 2.8% 34% False False 31,411
20 59.95 55.28 4.67 8.3% 1.81 3.2% 24% False False 32,049
40 59.95 49.90 10.05 17.8% 2.08 3.7% 65% False False 26,946
60 65.37 49.90 15.47 27.4% 2.14 3.8% 42% False False 21,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.76
2.618 62.05
1.618 60.39
1.000 59.36
0.618 58.73
HIGH 57.70
0.618 57.07
0.500 56.87
0.382 56.67
LOW 56.04
0.618 55.01
1.000 54.38
1.618 53.35
2.618 51.69
4.250 48.99
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 56.87 57.01
PP 56.71 56.80
S1 56.55 56.60

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

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