NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 50.52 52.68 2.16 4.3% 48.19
High 53.96 53.00 -0.96 -1.8% 53.96
Low 50.33 49.87 -0.46 -0.9% 47.19
Close 53.04 50.50 -2.54 -4.8% 50.50
Range 3.63 3.13 -0.50 -13.8% 6.77
ATR 2.31 2.37 0.06 2.7% 0.00
Volume 109,119 152,548 43,429 39.8% 511,328
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.51 58.64 52.22
R3 57.38 55.51 51.36
R2 54.25 54.25 51.07
R1 52.38 52.38 50.79 51.75
PP 51.12 51.12 51.12 50.81
S1 49.25 49.25 50.21 48.62
S2 47.99 47.99 49.93
S3 44.86 46.12 49.64
S4 41.73 42.99 48.78
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.86 67.45 54.22
R3 64.09 60.68 52.36
R2 57.32 57.32 51.74
R1 53.91 53.91 51.12 55.62
PP 50.55 50.55 50.55 51.40
S1 47.14 47.14 49.88 48.85
S2 43.78 43.78 49.26
S3 37.01 40.37 48.64
S4 30.24 33.60 46.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.96 47.19 6.77 13.4% 2.59 5.1% 49% False False 102,265
10 53.96 45.93 8.03 15.9% 2.49 4.9% 57% False False 106,902
20 55.21 45.93 9.28 18.4% 2.10 4.2% 49% False False 107,983
40 57.27 45.93 11.34 22.5% 2.46 4.9% 40% False False 105,033
60 57.47 45.93 11.54 22.9% 2.44 4.8% 40% False False 91,160
80 69.87 45.93 23.94 47.4% 2.47 4.9% 19% False False 79,132
100 80.73 45.93 34.80 68.9% 2.44 4.8% 13% False False 70,485
120 86.88 45.93 40.95 81.1% 2.36 4.7% 11% False False 64,419
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.30
2.618 61.19
1.618 58.06
1.000 56.13
0.618 54.93
HIGH 53.00
0.618 51.80
0.500 51.44
0.382 51.07
LOW 49.87
0.618 47.94
1.000 46.74
1.618 44.81
2.618 41.68
4.250 36.57
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 51.44 51.31
PP 51.12 51.04
S1 50.81 50.77

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

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