NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 51.73 50.66 -1.07 -2.1% 53.03
High 52.33 51.23 -1.10 -2.1% 53.81
Low 50.59 48.76 -1.83 -3.6% 48.76
Close 50.87 48.84 -2.03 -4.0% 48.84
Range 1.74 2.47 0.73 42.0% 5.05
ATR 2.14 2.16 0.02 1.1% 0.00
Volume 108,975 101,660 -7,315 -6.7% 495,776
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.02 55.40 50.20
R3 54.55 52.93 49.52
R2 52.08 52.08 49.29
R1 50.46 50.46 49.07 50.04
PP 49.61 49.61 49.61 49.40
S1 47.99 47.99 48.61 47.57
S2 47.14 47.14 48.39
S3 44.67 45.52 48.16
S4 42.20 43.05 47.48
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.62 62.28 51.62
R3 60.57 57.23 50.23
R2 55.52 55.52 49.77
R1 52.18 52.18 49.30 51.33
PP 50.47 50.47 50.47 50.04
S1 47.13 47.13 48.38 46.28
S2 45.42 45.42 47.91
S3 40.37 42.08 47.45
S4 35.32 37.03 46.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.81 48.76 5.05 10.3% 1.77 3.6% 2% False True 99,155
10 55.21 48.76 6.45 13.2% 1.71 3.5% 1% False True 109,065
20 57.27 48.76 8.51 17.4% 2.04 4.2% 1% False True 106,476
40 57.27 46.68 10.59 21.7% 2.41 4.9% 20% False False 96,930
60 60.31 46.68 13.63 27.9% 2.51 5.1% 16% False False 80,558
80 77.70 46.68 31.02 63.5% 2.48 5.1% 7% False False 70,201
100 81.92 46.68 35.24 72.2% 2.34 4.8% 6% False False 62,667
120 90.62 46.68 43.94 90.0% 2.27 4.7% 5% False False 57,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 61.73
2.618 57.70
1.618 55.23
1.000 53.70
0.618 52.76
HIGH 51.23
0.618 50.29
0.500 50.00
0.382 49.70
LOW 48.76
0.618 47.23
1.000 46.29
1.618 44.76
2.618 42.29
4.250 38.26
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 50.00 50.55
PP 49.61 49.98
S1 49.23 49.41

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

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