NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 50.52 51.60 1.08 2.1% 50.29
High 52.28 55.09 2.81 5.4% 51.13
Low 50.00 51.55 1.55 3.1% 47.46
Close 52.01 54.31 2.30 4.4% 50.01
Range 2.28 3.54 1.26 55.3% 3.67
ATR 2.09 2.20 0.10 4.9% 0.00
Volume 40,827 49,630 8,803 21.6% 223,795
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.27 62.83 56.26
R3 60.73 59.29 55.28
R2 57.19 57.19 54.96
R1 55.75 55.75 54.63 56.47
PP 53.65 53.65 53.65 54.01
S1 52.21 52.21 53.99 52.93
S2 50.11 50.11 53.66
S3 46.57 48.67 53.34
S4 43.03 45.13 52.36
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.54 58.95 52.03
R3 56.87 55.28 51.02
R2 53.20 53.20 50.68
R1 51.61 51.61 50.35 50.57
PP 49.53 49.53 49.53 49.02
S1 47.94 47.94 49.67 46.90
S2 45.86 45.86 49.34
S3 42.19 44.27 49.00
S4 38.52 40.60 47.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 48.20 6.89 12.7% 2.33 4.3% 89% True False 37,606
10 55.09 47.46 7.63 14.0% 2.34 4.3% 90% True False 42,895
20 56.20 47.46 8.74 16.1% 1.90 3.5% 78% False False 48,077
40 58.37 47.46 10.91 20.1% 2.30 4.2% 63% False False 42,960
60 58.37 47.46 10.91 20.1% 2.26 4.2% 63% False False 34,252
80 70.20 47.46 22.74 41.9% 2.32 4.3% 30% False False 27,614
100 80.60 47.46 33.14 61.0% 2.24 4.1% 21% False False 22,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.14
2.618 64.36
1.618 60.82
1.000 58.63
0.618 57.28
HIGH 55.09
0.618 53.74
0.500 53.32
0.382 52.90
LOW 51.55
0.618 49.36
1.000 48.01
1.618 45.82
2.618 42.28
4.250 36.51
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 53.98 53.72
PP 53.65 53.12
S1 53.32 52.53

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

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