NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 50.37 51.07 0.70 1.4% 51.45
High 51.72 51.84 0.12 0.2% 52.41
Low 49.46 50.12 0.66 1.3% 48.71
Close 51.30 51.79 0.49 1.0% 51.30
Range 2.26 1.72 -0.54 -23.9% 3.70
ATR 2.05 2.03 -0.02 -1.2% 0.00
Volume 17,774 21,419 3,645 20.5% 109,863
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.41 55.82 52.74
R3 54.69 54.10 52.26
R2 52.97 52.97 52.11
R1 52.38 52.38 51.95 52.68
PP 51.25 51.25 51.25 51.40
S1 50.66 50.66 51.63 50.96
S2 49.53 49.53 51.47
S3 47.81 48.94 51.32
S4 46.09 47.22 50.84
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.91 60.30 53.34
R3 58.21 56.60 52.32
R2 54.51 54.51 51.98
R1 52.90 52.90 51.64 51.86
PP 50.81 50.81 50.81 50.28
S1 49.20 49.20 50.96 48.16
S2 47.11 47.11 50.62
S3 43.41 45.50 50.28
S4 39.71 41.80 49.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.41 48.71 3.70 7.1% 2.26 4.4% 83% False False 21,592
10 55.25 48.71 6.54 12.6% 2.06 4.0% 47% False False 24,002
20 57.19 48.71 8.48 16.4% 1.81 3.5% 36% False False 27,221
40 59.24 48.71 10.53 20.3% 2.11 4.1% 29% False False 23,135
60 59.24 48.71 10.53 20.3% 2.09 4.0% 29% False False 17,858
80 76.63 48.71 27.92 53.9% 2.20 4.3% 11% False False 14,506
Crabel Price Patterns
NR True
NR4 True
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.15
2.618 56.34
1.618 54.62
1.000 53.56
0.618 52.90
HIGH 51.84
0.618 51.18
0.500 50.98
0.382 50.78
LOW 50.12
0.618 49.06
1.000 48.40
1.618 47.34
2.618 45.62
4.250 42.81
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 51.52 51.41
PP 51.25 51.03
S1 50.98 50.65

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

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