NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 51.56 53.98 2.42 4.7% 57.52
High 54.77 53.98 -0.79 -1.4% 58.11
Low 51.33 52.20 0.87 1.7% 54.06
Close 54.16 52.65 -1.51 -2.8% 54.06
Range 3.44 1.78 -1.66 -48.3% 4.05
ATR 1.81 1.82 0.01 0.6% 0.00
Volume 4,731 13,844 9,113 192.6% 46,169
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.28 57.25 53.63
R3 56.50 55.47 53.14
R2 54.72 54.72 52.98
R1 53.69 53.69 52.81 53.32
PP 52.94 52.94 52.94 52.76
S1 51.91 51.91 52.49 51.54
S2 51.16 51.16 52.32
S3 49.38 50.13 52.16
S4 47.60 48.35 51.67
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 67.56 64.86 56.29
R3 63.51 60.81 55.17
R2 59.46 59.46 54.80
R1 56.76 56.76 54.43 56.09
PP 55.41 55.41 55.41 55.07
S1 52.71 52.71 53.69 52.04
S2 51.36 51.36 53.32
S3 47.31 48.66 52.95
S4 43.26 44.61 51.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.21 51.33 4.88 9.3% 2.07 3.9% 27% False False 8,117
10 58.87 51.33 7.54 14.3% 1.65 3.1% 18% False False 8,365
20 59.59 51.33 8.26 15.7% 1.43 2.7% 16% False False 7,534
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 0.12
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.55
2.618 58.64
1.618 56.86
1.000 55.76
0.618 55.08
HIGH 53.98
0.618 53.30
0.500 53.09
0.382 52.88
LOW 52.20
0.618 51.10
1.000 50.42
1.618 49.32
2.618 47.54
4.250 44.64
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 53.09 53.05
PP 52.94 52.92
S1 52.80 52.78

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

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