NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 51.62 50.89 -0.73 -1.4% 49.45
High 52.40 51.22 -1.18 -2.3% 52.40
Low 50.61 48.88 -1.73 -3.4% 48.71
Close 50.76 49.61 -1.15 -2.3% 49.61
Range 1.79 2.34 0.55 30.7% 3.69
ATR 2.55 2.54 -0.02 -0.6% 0.00
Volume 370,953 406,840 35,887 9.7% 2,039,556
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.92 55.61 50.90
R3 54.58 53.27 50.25
R2 52.24 52.24 50.04
R1 50.93 50.93 49.82 50.42
PP 49.90 49.90 49.90 49.65
S1 48.59 48.59 49.40 48.08
S2 47.56 47.56 49.18
S3 45.22 46.25 48.97
S4 42.88 43.91 48.32
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.31 59.15 51.64
R3 57.62 55.46 50.62
R2 53.93 53.93 50.29
R1 51.77 51.77 49.95 52.85
PP 50.24 50.24 50.24 50.78
S1 48.08 48.08 49.27 49.16
S2 46.55 46.55 48.93
S3 42.86 44.39 48.60
S4 39.17 40.70 47.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.40 48.71 3.69 7.4% 2.05 4.1% 24% False False 407,911
10 52.40 47.80 4.60 9.3% 2.20 4.4% 39% False False 409,664
20 54.92 47.80 7.12 14.4% 2.42 4.9% 25% False False 347,985
40 55.05 44.37 10.68 21.5% 2.68 5.4% 49% False False 215,828
60 64.75 44.37 20.38 41.1% 2.70 5.4% 26% False False 153,658
80 79.70 44.37 35.33 71.2% 2.61 5.3% 15% False False 119,555
100 83.90 44.37 39.53 79.7% 2.47 5.0% 13% False False 98,259
120 92.17 44.37 47.80 96.4% 2.33 4.7% 11% False False 83,311
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.17
2.618 57.35
1.618 55.01
1.000 53.56
0.618 52.67
HIGH 51.22
0.618 50.33
0.500 50.05
0.382 49.77
LOW 48.88
0.618 47.43
1.000 46.54
1.618 45.09
2.618 42.75
4.250 38.94
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 50.05 50.64
PP 49.90 50.30
S1 49.76 49.95

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

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