NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 47.55 49.59 2.04 4.3% 46.41
High 50.45 50.27 -0.18 -0.4% 52.48
Low 47.05 48.11 1.06 2.3% 45.33
Close 50.09 49.14 -0.95 -1.9% 48.87
Range 3.40 2.16 -1.24 -36.5% 7.15
ATR 2.40 2.38 -0.02 -0.7% 0.00
Volume 451,104 0 -451,104 -100.0% 1,900,134
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 55.65 54.56 50.33
R3 53.49 52.40 49.73
R2 51.33 51.33 49.54
R1 50.24 50.24 49.34 49.71
PP 49.17 49.17 49.17 48.91
S1 48.08 48.08 48.94 47.55
S2 47.01 47.01 48.74
S3 44.85 45.92 48.55
S4 42.69 43.76 47.95
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.34 66.76 52.80
R3 63.19 59.61 50.84
R2 56.04 56.04 50.18
R1 52.46 52.46 49.53 54.25
PP 48.89 48.89 48.89 49.79
S1 45.31 45.31 48.21 47.10
S2 41.74 41.74 47.56
S3 34.59 38.16 46.90
S4 27.44 31.01 44.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.38 47.05 4.33 8.8% 2.35 4.8% 48% False False 311,362
10 52.48 44.82 7.66 15.6% 2.47 5.0% 56% False False 345,203
20 53.04 44.03 9.01 18.3% 2.30 4.7% 57% False False 293,331
40 56.08 44.03 12.05 24.5% 2.35 4.8% 42% False False 203,916
60 56.08 44.03 12.05 24.5% 2.46 5.0% 42% False False 150,878
80 66.09 44.03 22.06 44.9% 2.51 5.1% 23% False False 118,124
100 79.76 44.03 35.73 72.7% 2.44 5.0% 14% False False 96,867
120 83.92 44.03 39.89 81.2% 2.33 4.7% 13% False False 82,044
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.45
2.618 55.92
1.618 53.76
1.000 52.43
0.618 51.60
HIGH 50.27
0.618 49.44
0.500 49.19
0.382 48.94
LOW 48.11
0.618 46.78
1.000 45.95
1.618 44.62
2.618 42.46
4.250 38.93
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 49.19 49.01
PP 49.17 48.88
S1 49.16 48.75

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

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