NYMEX Light Sweet Crude Oil Future December 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 55.71 54.87 -0.84 -1.5% 54.24
High 55.71 56.92 1.21 2.2% 58.54
Low 54.40 54.32 -0.08 -0.1% 53.30
Close 54.87 56.74 1.87 3.4% 55.61
Range 1.31 2.60 1.29 98.5% 5.24
ATR 1.85 1.91 0.05 2.9% 0.00
Volume 28,865 34,687 5,822 20.2% 184,774
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.79 62.87 58.17
R3 61.19 60.27 57.46
R2 58.59 58.59 57.22
R1 57.67 57.67 56.98 58.13
PP 55.99 55.99 55.99 56.23
S1 55.07 55.07 56.50 55.53
S2 53.39 53.39 56.26
S3 50.79 52.47 56.03
S4 48.19 49.87 55.31
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 71.54 68.81 58.49
R3 66.30 63.57 57.05
R2 61.06 61.06 56.57
R1 58.33 58.33 56.09 59.70
PP 55.82 55.82 55.82 56.50
S1 53.09 53.09 55.13 54.46
S2 50.58 50.58 54.65
S3 45.34 47.85 54.17
S4 40.10 42.61 52.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.54 54.32 4.22 7.4% 2.22 3.9% 57% False True 41,479
10 58.54 52.59 5.95 10.5% 2.02 3.6% 70% False False 40,032
20 59.86 51.95 7.91 13.9% 1.93 3.4% 61% False False 42,258
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.97
2.618 63.73
1.618 61.13
1.000 59.52
0.618 58.53
HIGH 56.92
0.618 55.93
0.500 55.62
0.382 55.31
LOW 54.32
0.618 52.71
1.000 51.72
1.618 50.11
2.618 47.51
4.250 43.27
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 56.37 56.37
PP 55.99 55.99
S1 55.62 55.62

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

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