NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 55.61 54.34 -1.27 -2.3% 55.09
High 55.67 54.97 -0.70 -1.3% 56.20
Low 53.75 53.88 0.13 0.2% 53.75
Close 54.24 54.09 -0.15 -0.3% 54.24
Range 1.92 1.09 -0.83 -43.2% 2.45
ATR 2.19 2.11 -0.08 -3.6% 0.00
Volume 58,564 43,706 -14,858 -25.4% 271,410
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.58 56.93 54.69
R3 56.49 55.84 54.39
R2 55.40 55.40 54.29
R1 54.75 54.75 54.19 54.53
PP 54.31 54.31 54.31 54.21
S1 53.66 53.66 53.99 53.44
S2 53.22 53.22 53.89
S3 52.13 52.57 53.79
S4 51.04 51.48 53.49
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.08 60.61 55.59
R3 59.63 58.16 54.91
R2 57.18 57.18 54.69
R1 55.71 55.71 54.46 55.22
PP 54.73 54.73 54.73 54.49
S1 53.26 53.26 54.02 52.77
S2 52.28 52.28 53.79
S3 49.83 50.81 53.57
S4 47.38 48.36 52.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.20 53.75 2.45 4.5% 1.36 2.5% 14% False False 54,988
10 56.20 53.09 3.11 5.7% 1.68 3.1% 32% False False 52,989
20 58.37 52.83 5.54 10.2% 2.01 3.7% 23% False False 46,119
40 58.37 47.87 10.50 19.4% 2.34 4.3% 59% False False 34,923
60 64.44 47.87 16.57 30.6% 2.37 4.4% 38% False False 26,416
80 78.21 47.87 30.34 56.1% 2.30 4.2% 21% False False 21,152
100 83.29 47.87 35.42 65.5% 2.19 4.0% 18% False False 17,627
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.60
2.618 57.82
1.618 56.73
1.000 56.06
0.618 55.64
HIGH 54.97
0.618 54.55
0.500 54.43
0.382 54.30
LOW 53.88
0.618 53.21
1.000 52.79
1.618 52.12
2.618 51.03
4.250 49.25
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 54.43 54.98
PP 54.31 54.68
S1 54.20 54.39

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

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