NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 53.03 52.91 -0.12 -0.2% 53.61
High 53.81 53.30 -0.51 -0.9% 55.21
Low 52.56 51.34 -1.22 -2.3% 52.39
Close 52.95 51.44 -1.51 -2.9% 52.95
Range 1.25 1.96 0.71 56.8% 2.82
ATR 2.25 2.23 -0.02 -0.9% 0.00
Volume 90,154 97,416 7,262 8.1% 594,877
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.91 56.63 52.52
R3 55.95 54.67 51.98
R2 53.99 53.99 51.80
R1 52.71 52.71 51.62 52.37
PP 52.03 52.03 52.03 51.86
S1 50.75 50.75 51.26 50.41
S2 50.07 50.07 51.08
S3 48.11 48.79 50.90
S4 46.15 46.83 50.36
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 51.34 3.87 7.5% 1.71 3.3% 3% False True 111,071
10 55.21 51.34 3.87 7.5% 1.88 3.7% 3% False True 108,558
20 57.27 51.34 5.93 11.5% 2.14 4.2% 2% False True 106,298
40 57.27 46.68 10.59 20.6% 2.49 4.8% 45% False False 94,213
60 62.96 46.68 16.28 31.6% 2.54 4.9% 29% False False 77,825
80 77.91 46.68 31.23 60.7% 2.50 4.9% 15% False False 67,574
100 82.17 46.68 35.49 69.0% 2.37 4.6% 13% False False 61,163
120 91.63 46.68 44.95 87.4% 2.25 4.4% 11% False False 55,864
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.63
2.618 58.43
1.618 56.47
1.000 55.26
0.618 54.51
HIGH 53.30
0.618 52.55
0.500 52.32
0.382 52.09
LOW 51.34
0.618 50.13
1.000 49.38
1.618 48.17
2.618 46.21
4.250 43.01
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 52.32 52.91
PP 52.03 52.42
S1 51.73 51.93

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

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