NYMEX Light Sweet Crude Oil Future August 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 56.51 56.44 -0.07 -0.1% 55.77
High 57.03 57.15 0.12 0.2% 57.19
Low 55.70 56.11 0.41 0.7% 54.44
Close 56.83 56.34 -0.49 -0.9% 56.82
Range 1.33 1.04 -0.29 -21.8% 2.75
ATR 2.13 2.05 -0.08 -3.6% 0.00
Volume 28,522 43,244 14,722 51.6% 145,196
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.65 59.04 56.91
R3 58.61 58.00 56.63
R2 57.57 57.57 56.53
R1 56.96 56.96 56.44 56.75
PP 56.53 56.53 56.53 56.43
S1 55.92 55.92 56.24 55.71
S2 55.49 55.49 56.15
S3 54.45 54.88 56.05
S4 53.41 53.84 55.77
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 55.37 1.82 3.2% 1.35 2.4% 53% False False 31,910
10 57.19 54.44 2.75 4.9% 1.60 2.8% 69% False False 29,554
20 59.24 53.36 5.88 10.4% 2.03 3.6% 51% False False 25,575
40 59.24 49.00 10.24 18.2% 2.16 3.8% 72% False False 18,779
60 66.34 49.00 17.34 30.8% 2.22 3.9% 42% False False 13,974
80 79.78 49.00 30.78 54.6% 2.09 3.7% 24% False False 11,213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 61.57
2.618 59.87
1.618 58.83
1.000 58.19
0.618 57.79
HIGH 57.15
0.618 56.75
0.500 56.63
0.382 56.51
LOW 56.11
0.618 55.47
1.000 55.07
1.618 54.43
2.618 53.39
4.250 51.69
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 56.63 56.43
PP 56.53 56.40
S1 56.44 56.37

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

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