NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 56.96 57.66 0.70 1.2% 56.71
High 58.01 57.98 -0.03 -0.1% 58.18
Low 56.93 56.74 -0.19 -0.3% 55.46
Close 57.94 57.76 -0.18 -0.3% 57.91
Range 1.08 1.24 0.16 14.8% 2.72
ATR 2.13 2.07 -0.06 -3.0% 0.00
Volume 34,235 25,199 -9,036 -26.4% 144,122
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.21 60.73 58.44
R3 59.97 59.49 58.10
R2 58.73 58.73 57.99
R1 58.25 58.25 57.87 58.49
PP 57.49 57.49 57.49 57.62
S1 57.01 57.01 57.65 57.25
S2 56.25 56.25 57.53
S3 55.01 55.77 57.42
S4 53.77 54.53 57.08
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 55.88 2.30 4.0% 1.52 2.6% 82% False False 30,571
10 58.18 55.46 2.72 4.7% 1.67 2.9% 85% False False 28,028
20 59.95 54.57 5.38 9.3% 2.05 3.5% 59% False False 31,019
40 59.95 49.90 10.05 17.4% 2.12 3.7% 78% False False 25,429
60 67.97 49.90 18.07 31.3% 2.16 3.7% 43% False False 19,889
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.25
2.618 61.23
1.618 59.99
1.000 59.22
0.618 58.75
HIGH 57.98
0.618 57.51
0.500 57.36
0.382 57.21
LOW 56.74
0.618 55.97
1.000 55.50
1.618 54.73
2.618 53.49
4.250 51.47
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 57.63 57.65
PP 57.49 57.53
S1 57.36 57.42

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

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