NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	58.59	59.24	0.65	1.1%	58.63
High	59.51	59.46	-0.05	-0.1%	59.59
Low	58.18	58.19	0.01	0.0%	56.97
Close	59.39	58.21	-1.18	-2.0%	59.39
Range	1.33	1.27	-0.06	-4.5%	2.62
ATR	2.11	2.05	-0.06	-2.8%	0.00
Volume	5,714	7,132	1,418	24.8%	31,860

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.43	61.59	58.91
R3	61.16	60.32	58.56
R2	59.89	59.89	58.44
R1	59.05	59.05	58.33	58.84
PP	58.62	58.62	58.62	58.51
S1	57.78	57.78	58.09	57.57
S2	57.35	57.35	57.98
S3	56.08	56.51	57.86
S4	54.81	55.24	57.51

Weekly Pivots for week ending 27-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.51	65.57	60.83
R3	63.89	62.95	60.11
R2	61.27	61.27	59.87
R1	60.33	60.33	59.63	60.80
PP	58.65	58.65	58.65	58.89
S1	57.71	57.71	59.15	58.18
S2	56.03	56.03	58.91
S3	53.41	55.09	58.67
S4	50.79	52.47	57.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.59	57.10	2.49	4.3%	1.55	2.7%	45%	False	False	6,684
10	61.16	56.97	4.19	7.2%	1.58	2.7%	30%	False	False	6,644
20	61.17	55.09	6.08	10.4%	1.95	3.3%	51%	False	False	6,907

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	64.86
2.618	62.78
1.618	61.51
1.000	60.73
0.618	60.24
HIGH	59.46
0.618	58.97
0.500	58.83
0.382	58.68
LOW	58.19
0.618	57.41
1.000	56.92
1.618	56.14
2.618	54.87
4.250	52.79

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	58.83	58.57
PP	58.62	58.45
S1	58.42	58.33

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