NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 53.21 54.11 0.90 1.7% 53.34
High 54.22 54.88 0.66 1.2% 54.65
Low 53.15 53.03 -0.12 -0.2% 51.60
Close 54.07 54.55 0.48 0.9% 53.84
Range 1.07 1.85 0.78 72.9% 3.05
ATR 2.46 2.42 -0.04 -1.8% 0.00
Volume 130,052 97,201 -32,851 -25.3% 503,433
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.70 58.98 55.57
R3 57.85 57.13 55.06
R2 56.00 56.00 54.89
R1 55.28 55.28 54.72 55.64
PP 54.15 54.15 54.15 54.34
S1 53.43 53.43 54.38 53.79
S2 52.30 52.30 54.21
S3 50.45 51.58 54.04
S4 48.60 49.73 53.53
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 54.88 51.75 3.13 5.7% 1.83 3.3% 89% True False 114,332
10 55.02 51.60 3.42 6.3% 2.00 3.7% 86% False False 102,138
20 57.27 50.70 6.57 12.0% 2.45 4.5% 59% False False 106,786
40 57.27 46.68 10.59 19.4% 2.54 4.6% 74% False False 88,809
60 67.62 46.68 20.94 38.4% 2.57 4.7% 38% False False 72,811
80 79.86 46.68 33.18 60.8% 2.49 4.6% 24% False False 63,664
100 85.49 46.68 38.81 71.1% 2.41 4.4% 20% False False 57,948
120 91.94 46.68 45.26 83.0% 2.25 4.1% 17% False False 52,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.74
2.618 59.72
1.618 57.87
1.000 56.73
0.618 56.02
HIGH 54.88
0.618 54.17
0.500 53.96
0.382 53.74
LOW 53.03
0.618 51.89
1.000 51.18
1.618 50.04
2.618 48.19
4.250 45.17
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 54.35 54.30
PP 54.15 54.05
S1 53.96 53.80

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

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