NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 50.70 52.38 1.68 3.3% 49.83
High 53.28 53.14 -0.14 -0.3% 55.09
Low 50.23 50.86 0.63 1.3% 48.79
Close 53.06 51.79 -1.27 -2.4% 51.87
Range 3.05 2.28 -0.77 -25.2% 6.30
ATR 2.20 2.21 0.01 0.2% 0.00
Volume 44,747 60,365 15,618 34.9% 222,984
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 58.77 57.56 53.04
R3 56.49 55.28 52.42
R2 54.21 54.21 52.21
R1 53.00 53.00 52.00 52.47
PP 51.93 51.93 51.93 51.66
S1 50.72 50.72 51.58 50.19
S2 49.65 49.65 51.37
S3 47.37 48.44 51.16
S4 45.09 46.16 50.54
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.82 67.64 55.34
R3 64.52 61.34 53.60
R2 58.22 58.22 53.03
R1 55.04 55.04 52.45 56.63
PP 51.92 51.92 51.92 52.71
S1 48.74 48.74 51.29 50.33
S2 45.62 45.62 50.72
S3 39.32 42.44 50.14
S4 33.02 36.14 48.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.25 50.23 4.02 7.8% 2.22 4.3% 39% False False 49,095
10 55.09 48.20 6.89 13.3% 2.27 4.4% 52% False False 43,351
20 55.67 47.46 8.21 15.9% 2.12 4.1% 53% False False 46,345
40 58.37 47.46 10.91 21.1% 2.15 4.1% 40% False False 45,486
60 58.37 47.46 10.91 21.1% 2.27 4.4% 40% False False 37,689
80 66.37 47.46 18.91 36.5% 2.32 4.5% 23% False False 30,334
100 79.75 47.46 32.29 62.3% 2.27 4.4% 13% False False 25,243
120 83.79 47.46 36.33 70.1% 2.18 4.2% 12% False False 21,605
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.83
2.618 59.11
1.618 56.83
1.000 55.42
0.618 54.55
HIGH 53.14
0.618 52.27
0.500 52.00
0.382 51.73
LOW 50.86
0.618 49.45
1.000 48.58
1.618 47.17
2.618 44.89
4.250 41.17
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 52.00 51.78
PP 51.93 51.77
S1 51.86 51.76

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

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