NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 48.77 48.44 -0.33 -0.7% 49.45
High 49.05 48.76 -0.29 -0.6% 52.40
Low 47.33 46.86 -0.47 -1.0% 48.71
Close 48.17 47.05 -1.12 -2.3% 49.61
Range 1.72 1.90 0.18 10.5% 3.69
ATR 2.39 2.36 -0.04 -1.5% 0.00
Volume 404,590 358,381 -46,209 -11.4% 2,039,556
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.26 52.05 48.10
R3 51.36 50.15 47.57
R2 49.46 49.46 47.40
R1 48.25 48.25 47.22 47.91
PP 47.56 47.56 47.56 47.38
S1 46.35 46.35 46.88 46.01
S2 45.66 45.66 46.70
S3 43.76 44.45 46.53
S4 41.86 42.55 46.01
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 51.22 46.86 4.36 9.3% 1.93 4.1% 4% False True 395,089
10 52.40 46.86 5.54 11.8% 1.90 4.0% 3% False True 400,765
20 54.92 46.86 8.06 17.1% 2.26 4.8% 2% False True 381,988
40 55.05 44.37 10.68 22.7% 2.64 5.6% 25% False False 248,545
60 59.74 44.37 15.37 32.7% 2.67 5.7% 17% False False 178,097
80 77.75 44.37 33.38 70.9% 2.61 5.5% 8% False False 138,316
100 82.03 44.37 37.66 80.0% 2.43 5.2% 7% False False 113,410
120 91.36 44.37 46.99 99.9% 2.34 5.0% 6% False False 96,229
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.84
2.618 53.73
1.618 51.83
1.000 50.66
0.618 49.93
HIGH 48.76
0.618 48.03
0.500 47.81
0.382 47.59
LOW 46.86
0.618 45.69
1.000 44.96
1.618 43.79
2.618 41.89
4.250 38.79
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 47.81 48.61
PP 47.56 48.09
S1 47.30 47.57

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

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