NYMEX Light Sweet Crude Oil Future September 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 56.65 57.72 1.07 1.9% 56.71
High 58.03 58.18 0.15 0.3% 58.18
Low 56.50 56.66 0.16 0.3% 55.46
Close 57.91 56.74 -1.17 -2.0% 57.91
Range 1.53 1.52 -0.01 -0.7% 2.72
ATR 2.25 2.20 -0.05 -2.3% 0.00
Volume 32,959 23,464 -9,495 -28.8% 144,122
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.75 60.77 57.58
R3 60.23 59.25 57.16
R2 58.71 58.71 57.02
R1 57.73 57.73 56.88 57.46
PP 57.19 57.19 57.19 57.06
S1 56.21 56.21 56.60 55.94
S2 55.67 55.67 56.46
S3 54.15 54.69 56.32
S4 52.63 53.17 55.90
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.34 64.35 59.41
R3 62.62 61.63 58.66
R2 59.90 59.90 58.41
R1 58.91 58.91 58.16 59.41
PP 57.18 57.18 57.18 57.43
S1 56.19 56.19 57.66 56.69
S2 54.46 54.46 57.41
S3 51.74 53.47 57.16
S4 49.02 50.75 56.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.18 55.71 2.47 4.4% 1.80 3.2% 42% True False 28,980
10 59.92 55.46 4.46 7.9% 1.93 3.4% 29% False False 30,734
20 59.95 53.27 6.68 11.8% 2.29 4.0% 52% False False 30,757
40 59.95 49.90 10.05 17.7% 2.17 3.8% 68% False False 24,161
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.64
2.618 62.16
1.618 60.64
1.000 59.70
0.618 59.12
HIGH 58.18
0.618 57.60
0.500 57.42
0.382 57.24
LOW 56.66
0.618 55.72
1.000 55.14
1.618 54.20
2.618 52.68
4.250 50.20
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 57.42 57.03
PP 57.19 56.93
S1 56.97 56.84

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

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