NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 50.08 48.77 -1.31 -2.6% 49.45
High 50.36 49.05 -1.31 -2.6% 52.40
Low 48.20 47.33 -0.87 -1.8% 48.71
Close 48.29 48.17 -0.12 -0.2% 49.61
Range 2.16 1.72 -0.44 -20.4% 3.69
ATR 2.44 2.39 -0.05 -2.1% 0.00
Volume 395,761 404,590 8,829 2.2% 2,039,556
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.34 52.48 49.12
R3 51.62 50.76 48.64
R2 49.90 49.90 48.49
R1 49.04 49.04 48.33 48.61
PP 48.18 48.18 48.18 47.97
S1 47.32 47.32 48.01 46.89
S2 46.46 46.46 47.85
S3 44.74 45.60 47.70
S4 43.02 43.88 47.22
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 47.33 5.07 10.5% 1.91 4.0% 17% False True 397,604
10 52.40 47.33 5.07 10.5% 2.06 4.3% 17% False True 410,886
20 54.92 47.33 7.59 15.8% 2.32 4.8% 11% False True 375,624
40 55.05 44.37 10.68 22.2% 2.65 5.5% 36% False False 241,272
60 60.33 44.37 15.96 33.1% 2.67 5.6% 24% False False 172,520
80 77.75 44.37 33.38 69.3% 2.62 5.4% 11% False False 134,038
100 82.27 44.37 37.90 78.7% 2.46 5.1% 10% False False 109,967
120 91.54 44.37 47.17 97.9% 2.34 4.9% 8% False False 93,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.36
2.618 53.55
1.618 51.83
1.000 50.77
0.618 50.11
HIGH 49.05
0.618 48.39
0.500 48.19
0.382 47.99
LOW 47.33
0.618 46.27
1.000 45.61
1.618 44.55
2.618 42.83
4.250 40.02
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 48.19 49.06
PP 48.18 48.76
S1 48.18 48.47

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

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