NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 48.44 46.93 -1.51 -3.1% 49.60
High 48.76 47.28 -1.48 -3.0% 50.79
Low 46.86 44.75 -2.11 -4.5% 44.75
Close 47.05 44.84 -2.21 -4.7% 44.84
Range 1.90 2.53 0.63 33.2% 6.04
ATR 2.36 2.37 0.01 0.5% 0.00
Volume 358,381 395,722 37,341 10.4% 1,964,331
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.21 51.56 46.23
R3 50.68 49.03 45.54
R2 48.15 48.15 45.30
R1 46.50 46.50 45.07 46.06
PP 45.62 45.62 45.62 45.41
S1 43.97 43.97 44.61 43.53
S2 43.09 43.09 44.38
S3 40.56 41.44 44.14
S4 38.03 38.91 43.45
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.91 60.92 48.16
R3 58.87 54.88 46.50
R2 52.83 52.83 45.95
R1 48.84 48.84 45.39 47.82
PP 46.79 46.79 46.79 46.28
S1 42.80 42.80 44.29 41.78
S2 40.75 40.75 43.73
S3 34.71 36.76 43.18
S4 28.67 30.72 41.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.79 44.75 6.04 13.5% 1.97 4.4% 1% False True 392,866
10 52.40 44.75 7.65 17.1% 2.01 4.5% 1% False True 400,388
20 54.92 44.75 10.17 22.7% 2.27 5.1% 1% False True 388,264
40 55.05 44.37 10.68 23.8% 2.61 5.8% 4% False False 256,588
60 59.74 44.37 15.37 34.3% 2.66 5.9% 3% False False 184,200
80 77.75 44.37 33.38 74.4% 2.60 5.8% 1% False False 143,052
100 82.03 44.37 37.66 84.0% 2.44 5.4% 1% False False 117,221
120 91.36 44.37 46.99 104.8% 2.36 5.3% 1% False False 99,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 58.03
2.618 53.90
1.618 51.37
1.000 49.81
0.618 48.84
HIGH 47.28
0.618 46.31
0.500 46.02
0.382 45.72
LOW 44.75
0.618 43.19
1.000 42.22
1.618 40.66
2.618 38.13
4.250 34.00
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 46.02 46.90
PP 45.62 46.21
S1 45.23 45.53

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

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