NYMEX Light Sweet Crude Oil Future May 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 50.23 49.05 -1.18 -2.3% 51.40
High 50.69 49.47 -1.22 -2.4% 52.44
Low 48.88 46.97 -1.91 -3.9% 46.97
Close 49.13 47.06 -2.07 -4.2% 47.06
Range 1.81 2.50 0.69 38.1% 5.47
ATR 2.23 2.25 0.02 0.9% 0.00
Volume 193,855 247,322 53,467 27.6% 1,030,404
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.33 53.70 48.44
R3 52.83 51.20 47.75
R2 50.33 50.33 47.52
R1 48.70 48.70 47.29 48.27
PP 47.83 47.83 47.83 47.62
S1 46.20 46.20 46.83 45.77
S2 45.33 45.33 46.60
S3 42.83 43.70 46.37
S4 40.33 41.20 45.69
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.23 61.62 50.07
R3 59.76 56.15 48.56
R2 54.29 54.29 48.06
R1 50.68 50.68 47.56 49.75
PP 48.82 48.82 48.82 48.36
S1 45.21 45.21 46.56 44.28
S2 43.35 43.35 46.06
S3 37.88 39.74 45.56
S4 32.41 34.27 44.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.44 46.97 5.47 11.6% 1.87 4.0% 2% False True 206,080
10 54.00 46.97 7.03 14.9% 1.85 3.9% 1% False True 178,182
20 56.08 46.97 9.11 19.4% 2.14 4.6% 1% False True 144,318
40 56.08 45.52 10.56 22.4% 2.48 5.3% 15% False False 102,921
60 59.99 45.52 14.47 30.7% 2.54 5.4% 11% False False 76,745
80 77.67 45.52 32.15 68.3% 2.48 5.3% 5% False False 61,554
100 81.93 45.52 36.41 77.4% 2.31 4.9% 4% False False 50,851
120 90.94 45.52 45.42 96.5% 2.21 4.7% 3% False False 43,550
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 0.47
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 60.10
2.618 56.02
1.618 53.52
1.000 51.97
0.618 51.02
HIGH 49.47
0.618 48.52
0.500 48.22
0.382 47.93
LOW 46.97
0.618 45.43
1.000 44.47
1.618 42.93
2.618 40.43
4.250 36.35
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 48.22 48.89
PP 47.83 48.28
S1 47.45 47.67

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

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