NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 53.28 54.24 0.96 1.8% 54.60
High 54.71 54.96 0.25 0.5% 55.50
Low 52.59 53.30 0.71 1.4% 51.95
Close 54.44 54.88 0.44 0.8% 54.44
Range 2.12 1.66 -0.46 -21.7% 3.55
ATR 1.77 1.76 -0.01 -0.4% 0.00
Volume 45,375 28,719 -16,656 -36.7% 233,623
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.36 58.78 55.79
R3 57.70 57.12 55.34
R2 56.04 56.04 55.18
R1 55.46 55.46 55.03 55.75
PP 54.38 54.38 54.38 54.53
S1 53.80 53.80 54.73 54.09
S2 52.72 52.72 54.58
S3 51.06 52.14 54.42
S4 49.40 50.48 53.97
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.61 63.08 56.39
R3 61.06 59.53 55.42
R2 57.51 57.51 55.09
R1 55.98 55.98 54.77 54.97
PP 53.96 53.96 53.96 53.46
S1 52.43 52.43 54.11 51.42
S2 50.41 50.41 53.79
S3 46.86 48.88 53.46
S4 43.31 45.33 52.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.50 51.95 3.55 6.5% 2.18 4.0% 83% False False 44,320
10 58.11 51.95 6.16 11.2% 2.02 3.7% 48% False False 43,148
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.02
2.618 59.31
1.618 57.65
1.000 56.62
0.618 55.99
HIGH 54.96
0.618 54.33
0.500 54.13
0.382 53.93
LOW 53.30
0.618 52.27
1.000 51.64
1.618 50.61
2.618 48.95
4.250 46.25
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 54.63 54.51
PP 54.38 54.14
S1 54.13 53.78

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

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