NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 54.06 52.99 -1.07 -2.0% 55.09
High 54.28 53.18 -1.10 -2.0% 56.20
Low 52.49 51.94 -0.55 -1.0% 53.75
Close 52.59 52.88 0.29 0.6% 54.24
Range 1.79 1.24 -0.55 -30.7% 2.45
ATR 2.09 2.03 -0.06 -2.9% 0.00
Volume 55,805 41,501 -14,304 -25.6% 271,410
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.39 55.87 53.56
R3 55.15 54.63 53.22
R2 53.91 53.91 53.11
R1 53.39 53.39 52.99 53.03
PP 52.67 52.67 52.67 52.49
S1 52.15 52.15 52.77 51.79
S2 51.43 51.43 52.65
S3 50.19 50.91 52.54
S4 48.95 49.67 52.20
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.08 60.61 55.59
R3 59.63 58.16 54.91
R2 57.18 57.18 54.69
R1 55.71 55.71 54.46 55.22
PP 54.73 54.73 54.73 54.49
S1 53.26 53.26 54.02 52.77
S2 52.28 52.28 53.79
S3 49.83 50.81 53.57
S4 47.38 48.36 52.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.20 51.94 4.26 8.1% 1.44 2.7% 22% False True 54,162
10 56.20 51.94 4.26 8.1% 1.56 3.0% 22% False True 53,122
20 58.37 51.94 6.43 12.2% 1.95 3.7% 15% False True 46,867
40 58.37 47.87 10.50 19.9% 2.31 4.4% 48% False False 36,696
60 61.35 47.87 13.48 25.5% 2.34 4.4% 37% False False 27,744
80 77.60 47.87 29.73 56.2% 2.31 4.4% 17% False False 22,268
100 81.63 47.87 33.76 63.8% 2.16 4.1% 15% False False 18,515
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.45
2.618 56.43
1.618 55.19
1.000 54.42
0.618 53.95
HIGH 53.18
0.618 52.71
0.500 52.56
0.382 52.41
LOW 51.94
0.618 51.17
1.000 50.70
1.618 49.93
2.618 48.69
4.250 46.67
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 52.77 53.46
PP 52.67 53.26
S1 52.56 53.07

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

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