NYMEX Light Sweet Crude Oil Future October 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 58.46 58.21 -0.25 -0.4% 57.33
High 58.70 58.63 -0.07 -0.1% 58.86
Low 57.57 57.70 0.13 0.2% 56.31
Close 58.46 57.91 -0.55 -0.9% 58.72
Range 1.13 0.93 -0.20 -17.7% 2.55
ATR 1.92 1.85 -0.07 -3.7% 0.00
Volume 10,837 18,294 7,457 68.8% 50,130
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.87 60.32 58.42
R3 59.94 59.39 58.17
R2 59.01 59.01 58.08
R1 58.46 58.46 58.00 58.27
PP 58.08 58.08 58.08 57.99
S1 57.53 57.53 57.82 57.34
S2 57.15 57.15 57.74
S3 56.22 56.60 57.65
S4 55.29 55.67 57.40
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 58.81 57.45 1.36 2.3% 1.09 1.9% 34% False False 12,168
10 58.86 56.31 2.55 4.4% 1.37 2.4% 63% False False 11,376
20 60.65 55.41 5.24 9.0% 1.76 3.0% 48% False False 10,698
40 60.67 50.60 10.07 17.4% 1.89 3.3% 73% False False 8,738
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.58
2.618 61.06
1.618 60.13
1.000 59.56
0.618 59.20
HIGH 58.63
0.618 58.27
0.500 58.17
0.382 58.06
LOW 57.70
0.618 57.13
1.000 56.77
1.618 56.20
2.618 55.27
4.250 53.75
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 58.17 58.18
PP 58.08 58.09
S1 58.00 58.00

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

View Archives - Comment on this page... - Back to Index of Symbols