NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 44.60 43.99 -0.61 -1.4% 44.81
High 44.71 46.53 1.82 4.1% 46.53
Low 42.75 43.31 0.56 1.3% 42.03
Close 43.96 45.72 1.76 4.0% 45.72
Range 1.96 3.22 1.26 64.3% 4.50
ATR 2.35 2.42 0.06 2.6% 0.00
Volume 106,907 22,381 -84,526 -79.1% 1,063,836
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.85 53.50 47.49
R3 51.63 50.28 46.61
R2 48.41 48.41 46.31
R1 47.06 47.06 46.02 47.74
PP 45.19 45.19 45.19 45.52
S1 43.84 43.84 45.42 44.52
S2 41.97 41.97 45.13
S3 38.75 40.62 44.83
S4 35.53 37.40 43.95
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.26 56.49 48.20
R3 53.76 51.99 46.96
R2 49.26 49.26 46.55
R1 47.49 47.49 46.13 48.38
PP 44.76 44.76 44.76 45.20
S1 42.99 42.99 45.31 43.88
S2 40.26 40.26 44.90
S3 35.76 38.49 44.48
S4 31.26 33.99 43.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.53 42.03 4.50 9.8% 2.49 5.4% 82% True False 212,767
10 50.79 42.03 8.76 19.2% 2.23 4.9% 42% False False 302,816
20 52.40 42.03 10.37 22.7% 2.21 4.8% 36% False False 356,240
40 55.05 42.03 13.02 28.5% 2.54 5.5% 28% False False 273,523
60 58.26 42.03 16.23 35.5% 2.54 5.6% 23% False False 199,376
80 77.14 42.03 35.11 76.8% 2.65 5.8% 11% False False 155,309
100 82.03 42.03 40.00 87.5% 2.48 5.4% 9% False False 127,250
120 91.36 42.03 49.33 107.9% 2.42 5.3% 7% False False 108,063
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.22
2.618 54.96
1.618 51.74
1.000 49.75
0.618 48.52
HIGH 46.53
0.618 45.30
0.500 44.92
0.382 44.54
LOW 43.31
0.618 41.32
1.000 40.09
1.618 38.10
2.618 34.88
4.250 29.63
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 45.45 45.24
PP 45.19 44.76
S1 44.92 44.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.