NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 50.32 49.36 -0.96 -1.9% 48.19
High 50.45 52.03 1.58 3.1% 53.96
Low 49.03 48.79 -0.24 -0.5% 47.19
Close 49.34 51.75 2.41 4.9% 50.50
Range 1.42 3.24 1.82 128.2% 6.77
ATR 2.24 2.31 0.07 3.2% 0.00
Volume 85,710 112,302 26,592 31.0% 511,328
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.58 59.40 53.53
R3 57.34 56.16 52.64
R2 54.10 54.10 52.34
R1 52.92 52.92 52.05 53.51
PP 50.86 50.86 50.86 51.15
S1 49.68 49.68 51.45 50.27
S2 47.62 47.62 51.16
S3 44.38 46.44 50.86
S4 41.14 43.20 49.97
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.86 67.45 54.22
R3 64.09 60.68 52.36
R2 57.32 57.32 51.74
R1 53.91 53.91 51.12 55.62
PP 50.55 50.55 50.55 51.40
S1 47.14 47.14 49.88 48.85
S2 43.78 43.78 49.26
S3 37.01 40.37 48.64
S4 30.24 33.60 46.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.96 48.79 5.17 10.0% 2.58 5.0% 57% False True 109,697
10 53.96 46.67 7.29 14.1% 2.36 4.6% 70% False False 101,185
20 55.21 45.93 9.28 17.9% 2.17 4.2% 63% False False 106,110
40 57.27 45.93 11.34 21.9% 2.31 4.5% 51% False False 106,448
60 57.27 45.93 11.34 21.9% 2.41 4.7% 51% False False 94,576
80 67.62 45.93 21.69 41.9% 2.47 4.8% 27% False False 81,135
100 79.86 45.93 33.93 65.6% 2.43 4.7% 17% False False 72,153
120 85.49 45.93 39.56 76.4% 2.37 4.6% 15% False False 65,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.80
2.618 60.51
1.618 57.27
1.000 55.27
0.618 54.03
HIGH 52.03
0.618 50.79
0.500 50.41
0.382 50.03
LOW 48.79
0.618 46.79
1.000 45.55
1.618 43.55
2.618 40.31
4.250 35.02
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 51.30 51.30
PP 50.86 50.86
S1 50.41 50.41

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

View Archives - Comment on this page... - Back to Index of Symbols