NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 50.66 48.84 -1.82 -3.6% 53.03
High 51.23 48.97 -2.26 -4.4% 53.81
Low 48.76 46.88 -1.88 -3.9% 48.76
Close 48.84 47.98 -0.86 -1.8% 48.84
Range 2.47 2.09 -0.38 -15.4% 5.05
ATR 2.16 2.16 -0.01 -0.2% 0.00
Volume 101,660 114,122 12,462 12.3% 495,776
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.21 53.19 49.13
R3 52.12 51.10 48.55
R2 50.03 50.03 48.36
R1 49.01 49.01 48.17 48.48
PP 47.94 47.94 47.94 47.68
S1 46.92 46.92 47.79 46.39
S2 45.85 45.85 47.60
S3 43.76 44.83 47.41
S4 41.67 42.74 46.83
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.62 62.28 51.62
R3 60.57 57.23 50.23
R2 55.52 55.52 49.77
R1 52.18 52.18 49.30 51.33
PP 50.47 50.47 50.47 50.04
S1 47.13 47.13 48.38 46.28
S2 45.42 45.42 47.91
S3 40.37 42.08 47.45
S4 35.32 37.03 46.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.30 46.88 6.42 13.4% 1.93 4.0% 17% False True 103,948
10 55.21 46.88 8.33 17.4% 1.73 3.6% 13% False True 110,773
20 57.27 46.88 10.39 21.7% 2.03 4.2% 11% False True 106,227
40 57.27 46.68 10.59 22.1% 2.34 4.9% 12% False False 97,636
60 60.31 46.68 13.63 28.4% 2.49 5.2% 10% False False 81,548
80 77.70 46.68 31.02 64.7% 2.49 5.2% 4% False False 71,188
100 81.92 46.68 35.24 73.4% 2.34 4.9% 4% False False 63,549
120 90.62 46.68 43.94 91.6% 2.28 4.8% 3% False False 58,742
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 57.85
2.618 54.44
1.618 52.35
1.000 51.06
0.618 50.26
HIGH 48.97
0.618 48.17
0.500 47.93
0.382 47.68
LOW 46.88
0.618 45.59
1.000 44.79
1.618 43.50
2.618 41.41
4.250 38.00
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 47.96 49.61
PP 47.94 49.06
S1 47.93 48.52

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

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