NYMEX Light Sweet Crude Oil Future September 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 53.61 52.63 -0.98 -1.8% 51.67
High 53.61 54.92 1.31 2.4% 56.61
Low 52.30 52.13 -0.17 -0.3% 51.12
Close 52.69 54.74 2.05 3.9% 53.65
Range 1.31 2.79 1.48 113.0% 5.49
ATR 2.00 2.06 0.06 2.8% 0.00
Volume 17,162 34,253 17,091 99.6% 164,557
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.30 61.31 56.27
R3 59.51 58.52 55.51
R2 56.72 56.72 55.25
R1 55.73 55.73 55.00 56.23
PP 53.93 53.93 53.93 54.18
S1 52.94 52.94 54.48 53.44
S2 51.14 51.14 54.23
S3 48.35 50.15 53.97
S4 45.56 47.36 53.21
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.26 67.45 56.67
R3 64.77 61.96 55.16
R2 59.28 59.28 54.66
R1 56.47 56.47 54.15 57.88
PP 53.79 53.79 53.79 54.50
S1 50.98 50.98 53.15 52.39
S2 48.30 48.30 52.64
S3 42.81 45.49 52.14
S4 37.32 40.00 50.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.61 52.13 4.48 8.2% 2.29 4.2% 58% False True 32,625
10 56.61 50.43 6.18 11.3% 2.07 3.8% 70% False False 30,025
20 57.97 49.69 8.28 15.1% 1.93 3.5% 61% False False 29,836
40 59.95 49.69 10.26 18.7% 1.99 3.6% 49% False False 30,428
60 59.95 49.69 10.26 18.7% 2.06 3.8% 49% False False 26,898
80 67.97 49.69 18.28 33.4% 2.10 3.8% 28% False False 22,375
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 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.78
2.618 62.22
1.618 59.43
1.000 57.71
0.618 56.64
HIGH 54.92
0.618 53.85
0.500 53.53
0.382 53.20
LOW 52.13
0.618 50.41
1.000 49.34
1.618 47.62
2.618 44.83
4.250 40.27
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 54.34 54.34
PP 53.93 53.93
S1 53.53 53.53

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

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