NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 53.83 53.81 -0.02 0.0% 52.28
High 54.55 54.05 -0.50 -0.9% 56.81
Low 53.34 53.18 -0.16 -0.3% 51.89
Close 54.41 53.45 -0.96 -1.8% 54.33
Range 1.21 0.87 -0.34 -28.1% 4.92
ATR 1.85 1.81 -0.04 -2.4% 0.00
Volume 9,419 7,136 -2,283 -24.2% 70,387
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.17 55.68 53.93
R3 55.30 54.81 53.69
R2 54.43 54.43 53.61
R1 53.94 53.94 53.53 53.75
PP 53.56 53.56 53.56 53.47
S1 53.07 53.07 53.37 52.88
S2 52.69 52.69 53.29
S3 51.82 52.20 53.21
S4 50.95 51.33 52.97
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 69.10 66.64 57.04
R3 64.18 61.72 55.68
R2 59.26 59.26 55.23
R1 56.80 56.80 54.78 58.03
PP 54.34 54.34 54.34 54.96
S1 51.88 51.88 53.88 53.11
S2 49.42 49.42 53.43
S3 44.50 46.96 52.98
S4 39.58 42.04 51.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.81 52.93 3.88 7.3% 1.62 3.0% 13% False False 13,526
10 56.81 50.54 6.27 11.7% 1.76 3.3% 46% False False 12,584
20 58.70 50.54 8.16 15.3% 1.62 3.0% 36% False False 12,501
40 60.67 50.54 10.13 19.0% 1.82 3.4% 29% False False 11,583
60 60.67 50.54 10.13 19.0% 1.83 3.4% 29% False False 9,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 57.75
2.618 56.33
1.618 55.46
1.000 54.92
0.618 54.59
HIGH 54.05
0.618 53.72
0.500 53.62
0.382 53.51
LOW 53.18
0.618 52.64
1.000 52.31
1.618 51.77
2.618 50.90
4.250 49.48
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 53.62 54.74
PP 53.56 54.31
S1 53.51 53.88

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

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