NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 49.45 49.80 0.35 0.7% 50.75
High 51.04 50.83 -0.21 -0.4% 51.28
Low 48.71 49.45 0.74 1.5% 47.80
Close 49.59 50.52 0.93 1.9% 49.76
Range 2.33 1.38 -0.95 -40.8% 3.48
ATR 2.72 2.63 -0.10 -3.5% 0.00
Volume 427,177 370,597 -56,580 -13.2% 2,057,086
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.41 53.84 51.28
R3 53.03 52.46 50.90
R2 51.65 51.65 50.77
R1 51.08 51.08 50.65 51.37
PP 50.27 50.27 50.27 50.41
S1 49.70 49.70 50.39 49.99
S2 48.89 48.89 50.27
S3 47.51 48.32 50.14
S4 46.13 46.94 49.76
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.05 58.39 51.67
R3 56.57 54.91 50.72
R2 53.09 53.09 50.40
R1 51.43 51.43 50.08 50.52
PP 49.61 49.61 49.61 49.16
S1 47.95 47.95 49.44 47.04
S2 46.13 46.13 49.12
S3 42.65 44.47 48.80
S4 39.17 40.99 47.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.28 47.80 3.48 6.9% 2.29 4.5% 78% False False 417,275
10 54.22 47.80 6.42 12.7% 2.33 4.6% 42% False False 405,562
20 55.05 47.80 7.25 14.4% 2.78 5.5% 38% False False 306,151
40 55.05 44.37 10.68 21.1% 2.72 5.4% 58% False False 188,593
60 68.53 44.37 24.16 47.8% 2.69 5.3% 25% False False 133,864
80 79.70 44.37 35.33 69.9% 2.60 5.1% 17% False False 104,739
100 86.22 44.37 41.85 82.8% 2.48 4.9% 15% False False 86,237
120 92.17 44.37 47.80 94.6% 2.31 4.6% 13% False False 73,140
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 False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 56.70
2.618 54.44
1.618 53.06
1.000 52.21
0.618 51.68
HIGH 50.83
0.618 50.30
0.500 50.14
0.382 49.98
LOW 49.45
0.618 48.60
1.000 48.07
1.618 47.22
2.618 45.84
4.250 43.59
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 50.39 50.26
PP 50.27 50.01
S1 50.14 49.75

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

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