NYMEX Light Sweet Crude Oil Future May 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 53.28 52.71 -0.57 -1.1% 51.71
High 54.00 53.04 -0.96 -1.8% 54.00
Low 52.40 50.80 -1.60 -3.1% 50.80
Close 52.55 51.47 -1.08 -2.1% 51.47
Range 1.60 2.24 0.64 40.0% 3.20
ATR 2.42 2.40 -0.01 -0.5% 0.00
Volume 194,152 124,814 -69,338 -35.7% 751,417
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.49 57.22 52.70
R3 56.25 54.98 52.09
R2 54.01 54.01 51.88
R1 52.74 52.74 51.68 52.26
PP 51.77 51.77 51.77 51.53
S1 50.50 50.50 51.26 50.02
S2 49.53 49.53 51.06
S3 47.29 48.26 50.85
S4 45.05 46.02 50.24
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.69 59.78 53.23
R3 58.49 56.58 52.35
R2 55.29 55.29 52.06
R1 53.38 53.38 51.76 52.74
PP 52.09 52.09 52.09 51.77
S1 50.18 50.18 51.18 49.54
S2 48.89 48.89 50.88
S3 45.69 46.98 50.59
S4 42.49 43.78 49.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.00 50.80 3.20 6.2% 1.82 3.5% 21% False True 150,283
10 54.00 50.03 3.97 7.7% 2.04 4.0% 36% False False 134,508
20 56.08 50.03 6.05 11.8% 2.28 4.4% 24% False False 117,163
40 56.08 45.52 10.56 20.5% 2.54 4.9% 56% False False 81,640
60 64.72 45.52 19.20 37.3% 2.58 5.0% 31% False False 61,523
80 79.76 45.52 34.24 66.5% 2.48 4.8% 17% False False 49,246
100 83.71 45.52 38.19 74.2% 2.34 4.5% 16% False False 40,964
120 91.81 45.52 46.29 89.9% 2.17 4.2% 13% False False 35,069
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 False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.56
2.618 58.90
1.618 56.66
1.000 55.28
0.618 54.42
HIGH 53.04
0.618 52.18
0.500 51.92
0.382 51.66
LOW 50.80
0.618 49.42
1.000 48.56
1.618 47.18
2.618 44.94
4.250 41.28
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 51.92 52.40
PP 51.77 52.09
S1 51.62 51.78

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

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