NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 50.89 49.60 -1.29 -2.5% 49.45
High 51.22 50.79 -0.43 -0.8% 52.40
Low 48.88 49.25 0.37 0.8% 48.71
Close 49.61 50.00 0.39 0.8% 49.61
Range 2.34 1.54 -0.80 -34.2% 3.69
ATR 2.54 2.46 -0.07 -2.8% 0.00
Volume 406,840 409,877 3,037 0.7% 2,039,556
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.63 53.86 50.85
R3 53.09 52.32 50.42
R2 51.55 51.55 50.28
R1 50.78 50.78 50.14 51.17
PP 50.01 50.01 50.01 50.21
S1 49.24 49.24 49.86 49.63
S2 48.47 48.47 49.72
S3 46.93 47.70 49.58
S4 45.39 46.16 49.15
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 48.88 3.52 7.0% 1.89 3.8% 32% False False 404,451
10 52.40 47.80 4.60 9.2% 2.12 4.2% 48% False False 403,113
20 54.92 47.80 7.12 14.2% 2.38 4.8% 31% False False 359,024
40 55.05 44.37 10.68 21.4% 2.68 5.4% 53% False False 224,463
60 63.78 44.37 19.41 38.8% 2.70 5.4% 29% False False 160,012
80 77.96 44.37 33.59 67.2% 2.60 5.2% 17% False False 124,443
100 83.28 44.37 38.91 77.8% 2.48 5.0% 14% False False 102,244
120 92.17 44.37 47.80 95.6% 2.33 4.7% 12% False False 86,681
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.34
2.618 54.82
1.618 53.28
1.000 52.33
0.618 51.74
HIGH 50.79
0.618 50.20
0.500 50.02
0.382 49.84
LOW 49.25
0.618 48.30
1.000 47.71
1.618 46.76
2.618 45.22
4.250 42.71
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 50.02 50.64
PP 50.01 50.43
S1 50.01 50.21

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

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