NYMEX Light Sweet Crude Oil Future November 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 58.59 59.24 0.65 1.1% 58.63
High 59.51 59.46 -0.05 -0.1% 59.59
Low 58.18 58.19 0.01 0.0% 56.97
Close 59.39 58.21 -1.18 -2.0% 59.39
Range 1.33 1.27 -0.06 -4.5% 2.62
ATR 2.11 2.05 -0.06 -2.8% 0.00
Volume 5,714 7,132 1,418 24.8% 31,860
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.43 61.59 58.91
R3 61.16 60.32 58.56
R2 59.89 59.89 58.44
R1 59.05 59.05 58.33 58.84
PP 58.62 58.62 58.62 58.51
S1 57.78 57.78 58.09 57.57
S2 57.35 57.35 57.98
S3 56.08 56.51 57.86
S4 54.81 55.24 57.51
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 66.51 65.57 60.83
R3 63.89 62.95 60.11
R2 61.27 61.27 59.87
R1 60.33 60.33 59.63 60.80
PP 58.65 58.65 58.65 58.89
S1 57.71 57.71 59.15 58.18
S2 56.03 56.03 58.91
S3 53.41 55.09 58.67
S4 50.79 52.47 57.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.59 57.10 2.49 4.3% 1.55 2.7% 45% False False 6,684
10 61.16 56.97 4.19 7.2% 1.58 2.7% 30% False False 6,644
20 61.17 55.09 6.08 10.4% 1.95 3.3% 51% False False 6,907
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.86
2.618 62.78
1.618 61.51
1.000 60.73
0.618 60.24
HIGH 59.46
0.618 58.97
0.500 58.83
0.382 58.68
LOW 58.19
0.618 57.41
1.000 56.92
1.618 56.14
2.618 54.87
4.250 52.79
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 58.83 58.57
PP 58.62 58.45
S1 58.42 58.33

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

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