NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 52.68 52.32 -0.36 -0.7% 52.05
High 53.57 54.02 0.45 0.8% 53.37
Low 52.01 52.02 0.01 0.0% 49.69
Close 52.42 53.76 1.34 2.6% 52.28
Range 1.56 2.00 0.44 28.2% 3.68
ATR 1.94 1.95 0.00 0.2% 0.00
Volume 18,354 31,155 12,801 69.7% 134,712
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.27 58.51 54.86
R3 57.27 56.51 54.31
R2 55.27 55.27 54.13
R1 54.51 54.51 53.94 54.89
PP 53.27 53.27 53.27 53.46
S1 52.51 52.51 53.58 52.89
S2 51.27 51.27 53.39
S3 49.27 50.51 53.21
S4 47.27 48.51 52.66
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 54.02 50.43 3.59 6.7% 1.85 3.4% 93% True False 27,424
10 55.69 49.69 6.00 11.2% 2.06 3.8% 68% False False 26,473
20 58.18 49.69 8.49 15.8% 1.74 3.2% 48% False False 29,322
40 59.95 49.69 10.26 19.1% 2.04 3.8% 40% False False 29,037
60 59.95 49.69 10.26 19.1% 2.02 3.8% 40% False False 24,622
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.52
2.618 59.26
1.618 57.26
1.000 56.02
0.618 55.26
HIGH 54.02
0.618 53.26
0.500 53.02
0.382 52.78
LOW 52.02
0.618 50.78
1.000 50.02
1.618 48.78
2.618 46.78
4.250 43.52
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 53.51 53.36
PP 53.27 52.97
S1 53.02 52.57

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

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