NYMEX Light Sweet Crude Oil Future May 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 51.05 51.71 0.66 1.3% 51.92
High 52.27 53.01 0.74 1.4% 53.04
Low 50.81 50.99 0.18 0.4% 50.03
Close 52.14 51.52 -0.62 -1.2% 52.14
Range 1.46 2.02 0.56 38.4% 3.01
ATR 2.66 2.61 -0.05 -1.7% 0.00
Volume 166,047 131,294 -34,753 -20.9% 593,669
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.90 56.73 52.63
R3 55.88 54.71 52.08
R2 53.86 53.86 51.89
R1 52.69 52.69 51.71 52.27
PP 51.84 51.84 51.84 51.63
S1 50.67 50.67 51.33 50.25
S2 49.82 49.82 51.15
S3 47.80 48.65 50.96
S4 45.78 46.63 50.41
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 60.77 59.46 53.80
R3 57.76 56.45 52.97
R2 54.75 54.75 52.69
R1 53.44 53.44 52.42 54.10
PP 51.74 51.74 51.74 52.06
S1 50.43 50.43 51.86 51.09
S2 48.73 48.73 51.59
S3 45.72 47.42 51.31
S4 42.71 44.41 50.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.04 50.03 3.01 5.8% 2.21 4.3% 50% False False 127,673
10 56.08 50.03 6.05 11.7% 2.41 4.7% 25% False False 111,468
20 56.08 48.55 7.53 14.6% 2.78 5.4% 39% False False 99,145
40 56.46 45.52 10.94 21.2% 2.63 5.1% 55% False False 68,759
60 68.83 45.52 23.31 45.2% 2.58 5.0% 26% False False 52,104
80 79.76 45.52 34.24 66.5% 2.49 4.8% 18% False False 42,021
100 86.50 45.52 40.98 79.5% 2.34 4.5% 15% False False 35,062
120 91.81 45.52 46.29 89.8% 2.16 4.2% 13% False False 30,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.60
2.618 58.30
1.618 56.28
1.000 55.03
0.618 54.26
HIGH 53.01
0.618 52.24
0.500 52.00
0.382 51.76
LOW 50.99
0.618 49.74
1.000 48.97
1.618 47.72
2.618 45.70
4.250 42.41
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 52.00 51.54
PP 51.84 51.53
S1 51.68 51.53

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

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