NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 49.36 50.52 1.16 2.4% 48.84
High 51.04 53.96 2.92 5.7% 49.50
Low 48.65 50.33 1.68 3.5% 45.93
Close 50.78 53.04 2.26 4.5% 48.43
Range 2.39 3.63 1.24 51.9% 3.57
ATR 2.21 2.31 0.10 4.6% 0.00
Volume 79,808 109,119 29,311 36.7% 557,696
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.33 61.82 55.04
R3 59.70 58.19 54.04
R2 56.07 56.07 53.71
R1 54.56 54.56 53.37 55.32
PP 52.44 52.44 52.44 52.82
S1 50.93 50.93 52.71 51.69
S2 48.81 48.81 52.37
S3 45.18 47.30 52.04
S4 41.55 43.67 51.04
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.66 57.12 50.39
R3 55.09 53.55 49.41
R2 51.52 51.52 49.08
R1 49.98 49.98 48.76 48.97
PP 47.95 47.95 47.95 47.45
S1 46.41 46.41 48.10 45.40
S2 44.38 44.38 47.78
S3 40.81 42.84 47.45
S4 37.24 39.27 46.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.96 46.67 7.29 13.7% 2.46 4.6% 87% True False 87,307
10 53.96 45.93 8.03 15.1% 2.42 4.6% 89% True False 101,813
20 55.21 45.93 9.28 17.5% 2.02 3.8% 77% False False 107,003
40 57.27 45.93 11.34 21.4% 2.42 4.6% 63% False False 103,219
60 57.47 45.93 11.54 21.8% 2.41 4.5% 62% False False 89,090
80 70.25 45.93 24.32 45.9% 2.49 4.7% 29% False False 77,897
100 80.73 45.93 34.80 65.6% 2.42 4.6% 20% False False 69,163
120 87.40 45.93 41.47 78.2% 2.35 4.4% 17% False False 63,573
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 34 trading days
Fibonacci Retracements and Extensions
4.250 69.39
2.618 63.46
1.618 59.83
1.000 57.59
0.618 56.20
HIGH 53.96
0.618 52.57
0.500 52.15
0.382 51.72
LOW 50.33
0.618 48.09
1.000 46.70
1.618 44.46
2.618 40.83
4.250 34.90
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 52.74 52.42
PP 52.44 51.80
S1 52.15 51.19

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

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