NYMEX Light Sweet Crude Oil Future May 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 51.71 51.76 0.05 0.1% 51.92
High 53.01 52.75 -0.26 -0.5% 53.04
Low 50.99 51.54 0.55 1.1% 50.03
Close 51.52 52.50 0.98 1.9% 52.14
Range 2.02 1.21 -0.81 -40.1% 3.01
ATR 2.61 2.51 -0.10 -3.8% 0.00
Volume 131,294 174,360 43,066 32.8% 593,669
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.89 55.41 53.17
R3 54.68 54.20 52.83
R2 53.47 53.47 52.72
R1 52.99 52.99 52.61 53.23
PP 52.26 52.26 52.26 52.39
S1 51.78 51.78 52.39 52.02
S2 51.05 51.05 52.28
S3 49.84 50.57 52.17
S4 48.63 49.36 51.83
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 5.7% 2.14 4.1% 82% False False 133,767
10 55.44 50.03 5.41 10.3% 2.22 4.2% 46% False False 119,721
20 56.08 49.49 6.59 12.6% 2.65 5.1% 46% False False 104,965
40 56.08 45.52 10.56 20.1% 2.59 4.9% 66% False False 72,687
60 68.67 45.52 23.15 44.1% 2.58 4.9% 30% False False 54,820
80 79.76 45.52 34.24 65.2% 2.47 4.7% 20% False False 44,054
100 85.91 45.52 40.39 76.9% 2.34 4.5% 17% False False 36,760
120 91.81 45.52 46.29 88.2% 2.16 4.1% 15% False False 31,473
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.51
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 57.89
2.618 55.92
1.618 54.71
1.000 53.96
0.618 53.50
HIGH 52.75
0.618 52.29
0.500 52.15
0.382 52.00
LOW 51.54
0.618 50.79
1.000 50.33
1.618 49.58
2.618 48.37
4.250 46.40
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 52.38 52.30
PP 52.26 52.11
S1 52.15 51.91

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

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