NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 47.63 46.21 -1.42 -3.0% 53.03
High 48.08 49.50 1.42 3.0% 53.81
Low 46.30 45.93 -0.37 -0.8% 48.76
Close 47.06 48.69 1.63 3.5% 48.84
Range 1.78 3.57 1.79 100.6% 5.05
ATR 2.13 2.24 0.10 4.8% 0.00
Volume 106,738 123,129 16,391 15.4% 495,776
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.75 57.29 50.65
R3 55.18 53.72 49.67
R2 51.61 51.61 49.34
R1 50.15 50.15 49.02 50.88
PP 48.04 48.04 48.04 48.41
S1 46.58 46.58 48.36 47.31
S2 44.47 44.47 48.04
S3 40.90 43.01 47.71
S4 37.33 39.44 46.73
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 52.33 45.93 6.40 13.1% 2.33 4.8% 43% False True 110,924
10 55.21 45.93 9.28 19.1% 1.98 4.1% 30% False True 111,035
20 55.21 45.93 9.28 19.1% 1.99 4.1% 30% False True 106,586
40 57.27 45.93 11.34 23.3% 2.34 4.8% 24% False True 99,170
60 59.98 45.93 14.05 28.9% 2.43 5.0% 20% False True 83,043
80 77.70 45.93 31.77 65.2% 2.52 5.2% 9% False True 73,306
100 81.92 45.93 35.99 73.9% 2.36 4.9% 8% False True 65,307
120 90.62 45.93 44.69 91.8% 2.31 4.7% 6% False True 60,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 64.67
2.618 58.85
1.618 55.28
1.000 53.07
0.618 51.71
HIGH 49.50
0.618 48.14
0.500 47.72
0.382 47.29
LOW 45.93
0.618 43.72
1.000 42.36
1.618 40.15
2.618 36.58
4.250 30.76
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 48.37 48.37
PP 48.04 48.04
S1 47.72 47.72

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

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