NYMEX Light Sweet Crude Oil Future June 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 46.21 48.69 2.48 5.4% 53.03
High 49.50 48.77 -0.73 -1.5% 53.81
Low 45.93 46.76 0.83 1.8% 48.76
Close 48.69 47.40 -1.29 -2.6% 48.84
Range 3.57 2.01 -1.56 -43.7% 5.05
ATR 2.24 2.22 -0.02 -0.7% 0.00
Volume 123,129 135,948 12,819 10.4% 495,776
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.67 52.55 48.51
R3 51.66 50.54 47.95
R2 49.65 49.65 47.77
R1 48.53 48.53 47.58 48.09
PP 47.64 47.64 47.64 47.42
S1 46.52 46.52 47.22 46.08
S2 45.63 45.63 47.03
S3 43.62 44.51 46.85
S4 41.61 42.50 46.29
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 51.23 45.93 5.30 11.2% 2.38 5.0% 28% False False 116,319
10 54.48 45.93 8.55 18.0% 2.04 4.3% 17% False False 109,035
20 55.21 45.93 9.28 19.6% 1.95 4.1% 16% False False 109,011
40 57.27 45.93 11.34 23.9% 2.36 5.0% 13% False False 100,681
60 59.98 45.93 14.05 29.6% 2.40 5.1% 10% False False 84,253
80 77.70 45.93 31.77 67.0% 2.52 5.3% 5% False False 74,339
100 81.92 45.93 35.99 75.9% 2.36 5.0% 4% False False 66,275
120 90.62 45.93 44.69 94.3% 2.31 4.9% 3% False False 61,243
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.31
2.618 54.03
1.618 52.02
1.000 50.78
0.618 50.01
HIGH 48.77
0.618 48.00
0.500 47.77
0.382 47.53
LOW 46.76
0.618 45.52
1.000 44.75
1.618 43.51
2.618 41.50
4.250 38.22
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 47.77 47.72
PP 47.64 47.61
S1 47.52 47.51

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.