NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 54.27 53.03 -1.24 -2.3% 53.61
High 54.48 53.81 -0.67 -1.2% 55.21
Low 52.39 52.56 0.17 0.3% 52.39
Close 52.95 52.95 0.00 0.0% 52.95
Range 2.09 1.25 -0.84 -40.2% 2.82
ATR 2.33 2.25 -0.08 -3.3% 0.00
Volume 114,639 90,154 -24,485 -21.4% 594,877
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.86 56.15 53.64
R3 55.61 54.90 53.29
R2 54.36 54.36 53.18
R1 53.65 53.65 53.06 53.38
PP 53.11 53.11 53.11 52.97
S1 52.40 52.40 52.84 52.13
S2 51.86 51.86 52.72
S3 50.61 51.15 52.61
S4 49.36 49.90 52.26
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.98 60.28 54.50
R3 59.16 57.46 53.73
R2 56.34 56.34 53.47
R1 54.64 54.64 53.21 54.08
PP 53.52 53.52 53.52 53.24
S1 51.82 51.82 52.69 51.26
S2 50.70 50.70 52.43
S3 47.88 49.00 52.17
S4 45.06 46.18 51.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.21 52.39 2.82 5.3% 1.53 2.9% 20% False False 117,598
10 55.21 51.61 3.60 6.8% 1.83 3.5% 37% False False 111,271
20 57.27 51.50 5.77 10.9% 2.14 4.0% 25% False False 106,954
40 57.27 46.68 10.59 20.0% 2.49 4.7% 59% False False 93,316
60 64.34 46.68 17.66 33.4% 2.55 4.8% 36% False False 76,908
80 78.20 46.68 31.52 59.5% 2.49 4.7% 20% False False 66,773
100 83.25 46.68 36.57 69.1% 2.39 4.5% 17% False False 60,481
120 91.94 46.68 45.26 85.5% 2.25 4.3% 14% False False 55,171
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.12
2.618 57.08
1.618 55.83
1.000 55.06
0.618 54.58
HIGH 53.81
0.618 53.33
0.500 53.19
0.382 53.04
LOW 52.56
0.618 51.79
1.000 51.31
1.618 50.54
2.618 49.29
4.250 47.25
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 53.19 53.80
PP 53.11 53.52
S1 53.03 53.23

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

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