NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 49.16 49.36 0.20 0.4% 48.84
High 50.08 51.04 0.96 1.9% 49.50
Low 48.41 48.65 0.24 0.5% 45.93
Close 49.13 50.78 1.65 3.4% 48.43
Range 1.67 2.39 0.72 43.1% 3.57
ATR 2.19 2.21 0.01 0.6% 0.00
Volume 71,504 79,808 8,304 11.6% 557,696
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.33 56.44 52.09
R3 54.94 54.05 51.44
R2 52.55 52.55 51.22
R1 51.66 51.66 51.00 52.11
PP 50.16 50.16 50.16 50.38
S1 49.27 49.27 50.56 49.72
S2 47.77 47.77 50.34
S3 45.38 46.88 50.12
S4 42.99 44.49 49.47
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.66 57.12 50.39
R3 55.09 53.55 49.41
R2 51.52 51.52 49.08
R1 49.98 49.98 48.76 48.97
PP 47.95 47.95 47.95 47.45
S1 46.41 46.41 48.10 45.40
S2 44.38 44.38 47.78
S3 40.81 42.84 47.45
S4 37.24 39.27 46.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.04 46.67 4.37 8.6% 2.14 4.2% 94% True False 92,673
10 52.33 45.93 6.40 12.6% 2.24 4.4% 76% False False 101,799
20 55.21 45.93 9.28 18.3% 1.98 3.9% 52% False False 107,268
40 57.27 45.93 11.34 22.3% 2.36 4.6% 43% False False 101,671
60 57.55 45.93 11.62 22.9% 2.39 4.7% 42% False False 87,487
80 73.89 45.93 27.96 55.1% 2.54 5.0% 17% False False 76,907
100 81.21 45.93 35.28 69.5% 2.39 4.7% 14% False False 68,396
120 87.42 45.93 41.49 81.7% 2.34 4.6% 12% False False 62,990
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.20
2.618 57.30
1.618 54.91
1.000 53.43
0.618 52.52
HIGH 51.04
0.618 50.13
0.500 49.85
0.382 49.56
LOW 48.65
0.618 47.17
1.000 46.26
1.618 44.78
2.618 42.39
4.250 38.49
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 50.47 50.23
PP 50.16 49.67
S1 49.85 49.12

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

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