NYMEX Light Sweet Crude Oil Future October 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 58.53 58.01 -0.52 -0.9% 57.33
High 58.72 58.79 0.07 0.1% 58.86
Low 57.45 58.00 0.55 1.0% 56.31
Close 57.54 58.75 1.21 2.1% 58.72
Range 1.27 0.79 -0.48 -37.8% 2.55
ATR 2.03 1.98 -0.06 -2.7% 0.00
Volume 11,428 10,106 -1,322 -11.6% 50,130
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.88 60.61 59.18
R3 60.09 59.82 58.97
R2 59.30 59.30 58.89
R1 59.03 59.03 58.82 59.17
PP 58.51 58.51 58.51 58.58
S1 58.24 58.24 58.68 58.38
S2 57.72 57.72 58.61
S3 56.93 57.45 58.53
S4 56.14 56.66 58.32
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 65.61 64.72 60.12
R3 63.06 62.17 59.42
R2 60.51 60.51 59.19
R1 59.62 59.62 58.95 60.07
PP 57.96 57.96 57.96 58.19
S1 57.07 57.07 58.49 57.52
S2 55.41 55.41 58.25
S3 52.86 54.52 58.02
S4 50.31 51.97 57.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.86 56.50 2.36 4.0% 1.56 2.7% 95% False False 9,740
10 60.22 56.31 3.91 6.7% 1.62 2.8% 62% False False 10,715
20 60.67 55.41 5.26 9.0% 2.03 3.5% 63% False False 10,664
40 60.67 50.60 10.07 17.1% 1.93 3.3% 81% False False 8,134
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 62.15
2.618 60.86
1.618 60.07
1.000 59.58
0.618 59.28
HIGH 58.79
0.618 58.49
0.500 58.40
0.382 58.30
LOW 58.00
0.618 57.51
1.000 57.21
1.618 56.72
2.618 55.93
4.250 54.64
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 58.63 58.54
PP 58.51 58.34
S1 58.40 58.13

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

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