NYMEX Light Sweet Crude Oil Future July 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 55.09 54.61 -0.48 -0.9% 54.70
High 56.00 55.64 -0.36 -0.6% 56.12
Low 54.29 54.59 0.30 0.6% 53.09
Close 54.40 55.53 1.13 2.1% 55.44
Range 1.71 1.05 -0.66 -38.6% 3.03
ATR 2.43 2.34 -0.08 -3.5% 0.00
Volume 40,173 59,543 19,370 48.2% 249,836
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.40 58.02 56.11
R3 57.35 56.97 55.82
R2 56.30 56.30 55.72
R1 55.92 55.92 55.63 56.11
PP 55.25 55.25 55.25 55.35
S1 54.87 54.87 55.43 55.06
S2 54.20 54.20 55.34
S3 53.15 53.82 55.24
S4 52.10 52.77 54.95
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 63.97 62.74 57.11
R3 60.94 59.71 56.27
R2 57.91 57.91 56.00
R1 56.68 56.68 55.72 57.30
PP 54.88 54.88 54.88 55.19
S1 53.65 53.65 55.16 54.27
S2 51.85 51.85 54.88
S3 48.82 50.62 54.61
S4 45.79 47.59 53.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.12 53.09 3.03 5.5% 1.94 3.5% 81% False False 49,332
10 57.90 53.09 4.81 8.7% 2.02 3.6% 51% False False 45,995
20 58.37 52.16 6.21 11.2% 2.45 4.4% 54% False False 42,891
40 58.37 47.87 10.50 18.9% 2.40 4.3% 73% False False 31,019
60 68.94 47.87 21.07 37.9% 2.39 4.3% 36% False False 23,240
80 79.75 47.87 31.88 57.4% 2.31 4.2% 24% False False 18,687
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 0.48
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 60.10
2.618 58.39
1.618 57.34
1.000 56.69
0.618 56.29
HIGH 55.64
0.618 55.24
0.500 55.12
0.382 54.99
LOW 54.59
0.618 53.94
1.000 53.54
1.618 52.89
2.618 51.84
4.250 50.13
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 55.39 55.39
PP 55.25 55.24
S1 55.12 55.10

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

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