NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 51.67 52.68 1.01 2.0% 52.05
High 52.72 53.57 0.85 1.6% 53.37
Low 51.12 52.01 0.89 1.7% 49.69
Close 52.72 52.42 -0.30 -0.6% 52.28
Range 1.60 1.56 -0.04 -2.5% 3.68
ATR 1.97 1.94 -0.03 -1.5% 0.00
Volume 24,855 18,354 -6,501 -26.2% 134,712
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.35 56.44 53.28
R3 55.79 54.88 52.85
R2 54.23 54.23 52.71
R1 53.32 53.32 52.56 53.00
PP 52.67 52.67 52.67 52.50
S1 51.76 51.76 52.28 51.44
S2 51.11 51.11 52.13
S3 49.55 50.20 51.99
S4 47.99 48.64 51.56
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.82 61.23 54.30
R3 59.14 57.55 53.29
R2 55.46 55.46 52.95
R1 53.87 53.87 52.62 54.67
PP 51.78 51.78 51.78 52.18
S1 50.19 50.19 51.94 50.99
S2 48.10 48.10 51.61
S3 44.42 46.51 51.27
S4 40.74 42.83 50.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.57 49.69 3.88 7.4% 2.19 4.2% 70% True False 25,376
10 55.69 49.69 6.00 11.4% 1.98 3.8% 46% False False 25,985
20 58.18 49.69 8.49 16.2% 1.76 3.4% 32% False False 28,577
40 59.95 49.69 10.26 19.6% 2.02 3.9% 27% False False 28,677
60 59.95 49.69 10.26 19.6% 2.02 3.8% 27% False False 24,234
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.44
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 60.20
2.618 57.65
1.618 56.09
1.000 55.13
0.618 54.53
HIGH 53.57
0.618 52.97
0.500 52.79
0.382 52.61
LOW 52.01
0.618 51.05
1.000 50.45
1.618 49.49
2.618 47.93
4.250 45.38
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 52.79 52.28
PP 52.67 52.14
S1 52.54 52.00

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

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