NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 44.81 43.84 -0.97 -2.2% 49.60
High 45.00 44.20 -0.80 -1.8% 50.79
Low 42.85 42.41 -0.44 -1.0% 44.75
Close 43.88 43.46 -0.42 -1.0% 44.84
Range 2.15 1.79 -0.36 -16.7% 6.04
ATR 2.35 2.31 -0.04 -1.7% 0.00
Volume 367,600 346,310 -21,290 -5.8% 1,964,331
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 48.73 47.88 44.44
R3 46.94 46.09 43.95
R2 45.15 45.15 43.79
R1 44.30 44.30 43.62 43.83
PP 43.36 43.36 43.36 43.12
S1 42.51 42.51 43.30 42.04
S2 41.57 41.57 43.13
S3 39.78 40.72 42.97
S4 37.99 38.93 42.48
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 49.05 42.41 6.64 15.3% 2.02 4.6% 16% False True 374,520
10 52.40 42.41 9.99 23.0% 2.03 4.7% 11% False True 392,002
20 54.22 42.41 11.81 27.2% 2.18 5.0% 9% False True 398,782
40 55.05 42.41 12.64 29.1% 2.51 5.8% 8% False True 270,463
60 59.62 42.41 17.21 39.6% 2.60 6.0% 6% False True 195,115
80 77.75 42.41 35.34 81.3% 2.61 6.0% 3% False True 151,651
100 82.03 42.41 39.62 91.2% 2.45 5.6% 3% False True 124,166
120 91.36 42.41 48.95 112.6% 2.37 5.5% 2% False True 105,374
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.81
2.618 48.89
1.618 47.10
1.000 45.99
0.618 45.31
HIGH 44.20
0.618 43.52
0.500 43.31
0.382 43.09
LOW 42.41
0.618 41.30
1.000 40.62
1.618 39.51
2.618 37.72
4.250 34.80
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 43.41 44.85
PP 43.36 44.38
S1 43.31 43.92

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

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