NYMEX Light Sweet Crude Oil Future June 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 53.61 53.21 -0.40 -0.7% 53.34
High 54.55 54.22 -0.33 -0.6% 54.65
Low 52.72 53.15 0.43 0.8% 51.60
Close 52.98 54.07 1.09 2.1% 53.84
Range 1.83 1.07 -0.76 -41.5% 3.05
ATR 2.56 2.46 -0.09 -3.7% 0.00
Volume 97,038 130,052 33,014 34.0% 503,433
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.02 56.62 54.66
R3 55.95 55.55 54.36
R2 54.88 54.88 54.27
R1 54.48 54.48 54.17 54.68
PP 53.81 53.81 53.81 53.92
S1 53.41 53.41 53.97 53.61
S2 52.74 52.74 53.87
S3 51.67 52.34 53.78
S4 50.60 51.27 53.48
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 62.51 61.23 55.52
R3 59.46 58.18 54.68
R2 56.41 56.41 54.40
R1 55.13 55.13 54.12 55.77
PP 53.36 53.36 53.36 53.69
S1 52.08 52.08 53.56 52.72
S2 50.31 50.31 53.28
S3 47.26 49.03 53.00
S4 44.21 45.98 52.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.65 51.61 3.04 5.6% 2.04 3.8% 81% False False 106,045
10 56.67 51.60 5.07 9.4% 2.14 4.0% 49% False False 105,333
20 57.27 50.70 6.57 12.2% 2.58 4.8% 51% False False 106,905
40 57.27 46.68 10.59 19.6% 2.56 4.7% 70% False False 87,103
60 68.95 46.68 22.27 41.2% 2.58 4.8% 33% False False 71,789
80 79.86 46.68 33.18 61.4% 2.50 4.6% 22% False False 63,183
100 85.73 46.68 39.05 72.2% 2.41 4.5% 19% False False 57,384
120 91.94 46.68 45.26 83.7% 2.24 4.1% 16% False False 52,120
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 0.52
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 58.77
2.618 57.02
1.618 55.95
1.000 55.29
0.618 54.88
HIGH 54.22
0.618 53.81
0.500 53.69
0.382 53.56
LOW 53.15
0.618 52.49
1.000 52.08
1.618 51.42
2.618 50.35
4.250 48.60
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 53.94 53.89
PP 53.81 53.71
S1 53.69 53.53

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

View Archives - Comment on this page... - Back to Index of Symbols