NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 54.11 54.46 0.35 0.6% 53.34
High 54.88 55.21 0.33 0.6% 54.65
Low 53.03 53.80 0.77 1.5% 51.60
Close 54.55 53.99 -0.56 -1.0% 53.84
Range 1.85 1.41 -0.44 -23.8% 3.05
ATR 2.42 2.35 -0.07 -3.0% 0.00
Volume 97,201 155,947 58,746 60.4% 503,433
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.56 57.69 54.77
R3 57.15 56.28 54.38
R2 55.74 55.74 54.25
R1 54.87 54.87 54.12 54.60
PP 54.33 54.33 54.33 54.20
S1 53.46 53.46 53.86 53.19
S2 52.92 52.92 53.73
S3 51.51 52.05 53.60
S4 50.10 50.64 53.21
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 55.21 52.50 2.71 5.0% 1.53 2.8% 55% True False 122,636
10 55.21 51.60 3.61 6.7% 1.87 3.5% 66% True False 108,987
20 57.27 50.70 6.57 12.2% 2.31 4.3% 50% False False 108,153
40 57.27 46.68 10.59 19.6% 2.50 4.6% 69% False False 91,630
60 66.29 46.68 19.61 36.3% 2.57 4.8% 37% False False 74,877
80 79.86 46.68 33.18 61.5% 2.49 4.6% 22% False False 65,032
100 84.00 46.68 37.32 69.1% 2.40 4.4% 20% False False 59,081
120 91.94 46.68 45.26 83.8% 2.24 4.2% 16% False False 53,874
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.20
2.618 58.90
1.618 57.49
1.000 56.62
0.618 56.08
HIGH 55.21
0.618 54.67
0.500 54.51
0.382 54.34
LOW 53.80
0.618 52.93
1.000 52.39
1.618 51.52
2.618 50.11
4.250 47.81
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 54.51 54.12
PP 54.33 54.08
S1 54.16 54.03

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

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