NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 55.62 56.56 0.94 1.7% 55.77
High 56.94 57.19 0.25 0.4% 57.19
Low 55.37 55.58 0.21 0.4% 54.44
Close 56.82 55.68 -1.14 -2.0% 56.82
Range 1.57 1.61 0.04 2.5% 2.75
ATR 2.31 2.26 -0.05 -2.2% 0.00
Volume 32,891 22,634 -10,257 -31.2% 145,196
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.98 59.94 56.57
R3 59.37 58.33 56.12
R2 57.76 57.76 55.98
R1 56.72 56.72 55.83 56.44
PP 56.15 56.15 56.15 56.01
S1 55.11 55.11 55.53 54.83
S2 54.54 54.54 55.38
S3 52.93 53.50 55.24
S4 51.32 51.89 54.79
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 64.40 63.36 58.33
R3 61.65 60.61 57.58
R2 58.90 58.90 57.32
R1 57.86 57.86 57.07 58.38
PP 56.15 56.15 56.15 56.41
S1 55.11 55.11 56.57 55.63
S2 53.40 53.40 56.32
S3 50.65 52.36 56.06
S4 47.90 49.61 55.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.19 54.63 2.56 4.6% 1.87 3.4% 41% True False 29,085
10 59.24 54.44 4.80 8.6% 2.04 3.7% 26% False False 25,389
20 59.24 52.27 6.97 12.5% 2.43 4.4% 49% False False 23,335
40 59.24 49.00 10.24 18.4% 2.26 4.1% 65% False False 16,474
60 69.14 49.00 20.14 36.2% 2.23 4.0% 33% False False 12,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.03
2.618 61.40
1.618 59.79
1.000 58.80
0.618 58.18
HIGH 57.19
0.618 56.57
0.500 56.39
0.382 56.20
LOW 55.58
0.618 54.59
1.000 53.97
1.618 52.98
2.618 51.37
4.250 48.74
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 56.39 55.97
PP 56.15 55.87
S1 55.92 55.78

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

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