NYMEX Light Sweet Crude Oil Future May 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 50.51 50.23 -0.28 -0.6% 51.71
High 50.80 50.69 -0.11 -0.2% 54.00
Low 49.17 48.88 -0.29 -0.6% 50.80
Close 50.02 49.13 -0.89 -1.8% 51.47
Range 1.63 1.81 0.18 11.0% 3.20
ATR 2.26 2.23 -0.03 -1.4% 0.00
Volume 210,675 193,855 -16,820 -8.0% 751,417
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.00 53.87 50.13
R3 53.19 52.06 49.63
R2 51.38 51.38 49.46
R1 50.25 50.25 49.30 49.91
PP 49.57 49.57 49.57 49.40
S1 48.44 48.44 48.96 48.10
S2 47.76 47.76 48.80
S3 45.95 46.63 48.63
S4 44.14 44.82 48.13
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.69 59.78 53.23
R3 58.49 56.58 52.35
R2 55.29 55.29 52.06
R1 53.38 53.38 51.76 52.74
PP 52.09 52.09 52.09 51.77
S1 50.18 50.18 51.18 49.54
S2 48.89 48.89 50.88
S3 45.69 46.98 50.59
S4 42.49 43.78 49.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.04 48.88 4.16 8.5% 1.82 3.7% 6% False True 181,579
10 54.00 48.88 5.12 10.4% 1.74 3.5% 5% False True 170,054
20 56.08 48.88 7.20 14.7% 2.14 4.4% 3% False True 137,465
40 56.08 45.52 10.56 21.5% 2.50 5.1% 34% False False 97,974
60 59.99 45.52 14.47 29.5% 2.55 5.2% 25% False False 72,999
80 77.67 45.52 32.15 65.4% 2.48 5.0% 11% False False 58,580
100 82.00 45.52 36.48 74.3% 2.30 4.7% 10% False False 48,479
120 90.94 45.52 45.42 92.4% 2.20 4.5% 8% False False 41,506
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.38
2.618 55.43
1.618 53.62
1.000 52.50
0.618 51.81
HIGH 50.69
0.618 50.00
0.500 49.79
0.382 49.57
LOW 48.88
0.618 47.76
1.000 47.07
1.618 45.95
2.618 44.14
4.250 41.19
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 49.79 50.45
PP 49.57 50.01
S1 49.35 49.57

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.