NYMEX Light Sweet Crude Oil Future June 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 51.84 51.73 -0.11 -0.2% 53.61
High 52.10 52.33 0.23 0.4% 55.21
Low 50.69 50.59 -0.10 -0.2% 52.39
Close 51.59 50.87 -0.72 -1.4% 52.95
Range 1.41 1.74 0.33 23.4% 2.82
ATR 2.17 2.14 -0.03 -1.4% 0.00
Volume 97,571 108,975 11,404 11.7% 594,877
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.48 55.42 51.83
R3 54.74 53.68 51.35
R2 53.00 53.00 51.19
R1 51.94 51.94 51.03 51.60
PP 51.26 51.26 51.26 51.10
S1 50.20 50.20 50.71 49.86
S2 49.52 49.52 50.55
S3 47.78 48.46 50.39
S4 46.04 46.72 49.91
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 54.48 50.59 3.89 7.6% 1.69 3.3% 7% False True 101,751
10 55.21 50.59 4.62 9.1% 1.61 3.2% 6% False True 112,193
20 57.27 50.59 6.68 13.1% 2.04 4.0% 4% False True 105,654
40 57.27 46.68 10.59 20.8% 2.44 4.8% 40% False False 96,340
60 60.32 46.68 13.64 26.8% 2.52 5.0% 31% False False 79,678
80 77.70 46.68 31.02 61.0% 2.49 4.9% 14% False False 69,397
100 81.92 46.68 35.24 69.3% 2.33 4.6% 12% False False 62,189
120 90.62 46.68 43.94 86.4% 2.26 4.4% 10% False False 57,237
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 59.73
2.618 56.89
1.618 55.15
1.000 54.07
0.618 53.41
HIGH 52.33
0.618 51.67
0.500 51.46
0.382 51.25
LOW 50.59
0.618 49.51
1.000 48.85
1.618 47.77
2.618 46.03
4.250 43.20
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 51.46 51.95
PP 51.26 51.59
S1 51.07 51.23

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

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