NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 30-Mar-2015

Day Change Summary
	Previous	Current
	27-Mar-2015	30-Mar-2015	Change	Change %	Previous Week
Open	57.35	55.05	-2.30	-4.0%	54.24
High	57.51	55.97	-1.54	-2.7%	58.54
Low	54.94	54.58	-0.36	-0.7%	53.30
Close	55.61	55.79	0.18	0.3%	55.61
Range	2.57	1.39	-1.18	-45.9%	5.24
ATR	1.93	1.89	-0.04	-2.0%	0.00
Volume	74,820	34,191	-40,629	-54.3%	184,774

Daily Pivots for day following 30-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.62	59.09	56.55
R3	58.23	57.70	56.17
R2	56.84	56.84	56.04
R1	56.31	56.31	55.92	56.58
PP	55.45	55.45	55.45	55.58
S1	54.92	54.92	55.66	55.19
S2	54.06	54.06	55.54
S3	52.67	53.53	55.41
S4	51.28	52.14	55.03

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.54	68.81	58.49
R3	66.30	63.57	57.05
R2	61.06	61.06	56.57
R1	58.33	58.33	56.09	59.70
PP	55.82	55.82	55.82	56.50
S1	53.09	53.09	55.13	54.46
S2	50.58	50.58	54.65
S3	45.34	47.85	54.17
S4	40.10	42.61	52.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.54	54.10	4.44	8.0%	2.12	3.8%	38%	False	False	38,049
10	58.54	51.95	6.59	11.8%	2.15	3.9%	58%	False	False	41,184

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	0.38
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	61.88
2.618	59.61
1.618	58.22
1.000	57.36
0.618	56.83
HIGH	55.97
0.618	55.44
0.500	55.28
0.382	55.11
LOW	54.58
0.618	53.72
1.000	53.19
1.618	52.33
2.618	50.94
4.250	48.67

Fisher Pivots for day following 30-Mar-2015
Pivot	1 day	3 day
R1	55.62	56.56
PP	55.45	56.30
S1	55.28	56.05

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