NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 46.93 44.81 -2.12 -4.5% 49.60
High 47.28 45.00 -2.28 -4.8% 50.79
Low 44.75 42.85 -1.90 -4.2% 44.75
Close 44.84 43.88 -0.96 -2.1% 44.84
Range 2.53 2.15 -0.38 -15.0% 6.04
ATR 2.37 2.35 -0.02 -0.7% 0.00
Volume 395,722 367,600 -28,122 -7.1% 1,964,331
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 50.36 49.27 45.06
R3 48.21 47.12 44.47
R2 46.06 46.06 44.27
R1 44.97 44.97 44.08 44.44
PP 43.91 43.91 43.91 43.65
S1 42.82 42.82 43.68 42.29
S2 41.76 41.76 43.49
S3 39.61 40.67 43.29
S4 37.46 38.52 42.70
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 50.36 42.85 7.51 17.1% 2.09 4.8% 14% False True 384,410
10 52.40 42.85 9.55 21.8% 1.99 4.5% 11% False True 394,431
20 54.92 42.85 12.07 27.5% 2.26 5.1% 9% False True 395,386
40 55.05 42.85 12.20 27.8% 2.54 5.8% 8% False True 263,997
60 59.74 42.85 16.89 38.5% 2.64 6.0% 6% False True 189,860
80 77.75 42.85 34.90 79.5% 2.61 6.0% 3% False True 147,464
100 82.03 42.85 39.18 89.3% 2.45 5.6% 3% False True 120,804
120 91.36 42.85 48.51 110.6% 2.37 5.4% 2% False True 102,532
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.14
2.618 50.63
1.618 48.48
1.000 47.15
0.618 46.33
HIGH 45.00
0.618 44.18
0.500 43.93
0.382 43.67
LOW 42.85
0.618 41.52
1.000 40.70
1.618 39.37
2.618 37.22
4.250 33.71
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 43.93 45.81
PP 43.91 45.16
S1 43.90 44.52

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

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