NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 48.84 47.63 -1.21 -2.5% 53.03
High 48.97 48.08 -0.89 -1.8% 53.81
Low 46.88 46.30 -0.58 -1.2% 48.76
Close 47.98 47.06 -0.92 -1.9% 48.84
Range 2.09 1.78 -0.31 -14.8% 5.05
ATR 2.16 2.13 -0.03 -1.3% 0.00
Volume 114,122 106,738 -7,384 -6.5% 495,776
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 52.49 51.55 48.04
R3 50.71 49.77 47.55
R2 48.93 48.93 47.39
R1 47.99 47.99 47.22 47.57
PP 47.15 47.15 47.15 46.94
S1 46.21 46.21 46.90 45.79
S2 45.37 45.37 46.73
S3 43.59 44.43 46.57
S4 41.81 42.65 46.08
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.62 62.28 51.62
R3 60.57 57.23 50.23
R2 55.52 55.52 49.77
R1 52.18 52.18 49.30 51.33
PP 50.47 50.47 50.47 50.04
S1 47.13 47.13 48.38 46.28
S2 45.42 45.42 47.91
S3 40.37 42.08 47.45
S4 35.32 37.03 46.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.33 46.30 6.03 12.8% 1.90 4.0% 13% False True 105,813
10 55.21 46.30 8.91 18.9% 1.81 3.8% 9% False True 108,442
20 56.67 46.30 10.37 22.0% 1.97 4.2% 7% False True 106,888
40 57.27 46.30 10.97 23.3% 2.32 4.9% 7% False True 97,524
60 60.23 46.30 13.93 29.6% 2.45 5.2% 5% False True 82,030
80 77.70 46.30 31.40 66.7% 2.49 5.3% 2% False True 72,127
100 81.92 46.30 35.62 75.7% 2.35 5.0% 2% False True 64,356
120 90.62 46.30 44.32 94.2% 2.29 4.9% 2% False True 59,519
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.65
2.618 52.74
1.618 50.96
1.000 49.86
0.618 49.18
HIGH 48.08
0.618 47.40
0.500 47.19
0.382 46.98
LOW 46.30
0.618 45.20
1.000 44.52
1.618 43.42
2.618 41.64
4.250 38.74
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 47.19 48.77
PP 47.15 48.20
S1 47.10 47.63

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

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