NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 54.34 54.06 -0.28 -0.5% 55.09
High 54.97 54.28 -0.69 -1.3% 56.20
Low 53.88 52.49 -1.39 -2.6% 53.75
Close 54.09 52.59 -1.50 -2.8% 54.24
Range 1.09 1.79 0.70 64.2% 2.45
ATR 2.11 2.09 -0.02 -1.1% 0.00
Volume 43,706 55,805 12,099 27.7% 271,410
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.49 57.33 53.57
R3 56.70 55.54 53.08
R2 54.91 54.91 52.92
R1 53.75 53.75 52.75 53.44
PP 53.12 53.12 53.12 52.96
S1 51.96 51.96 52.43 51.65
S2 51.33 51.33 52.26
S3 49.54 50.17 52.10
S4 47.75 48.38 51.61
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 52.49 3.71 7.1% 1.51 2.9% 3% False True 54,241
10 56.20 52.49 3.71 7.1% 1.73 3.3% 3% False True 51,786
20 58.37 52.49 5.88 11.2% 2.00 3.8% 2% False True 46,985
40 58.37 47.87 10.50 20.0% 2.34 4.4% 45% False False 35,959
60 63.05 47.87 15.18 28.9% 2.35 4.5% 31% False False 27,189
80 77.94 47.87 30.07 57.2% 2.31 4.4% 16% False False 21,795
100 81.63 47.87 33.76 64.2% 2.17 4.1% 14% False False 18,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.89
2.618 58.97
1.618 57.18
1.000 56.07
0.618 55.39
HIGH 54.28
0.618 53.60
0.500 53.39
0.382 53.17
LOW 52.49
0.618 51.38
1.000 50.70
1.618 49.59
2.618 47.80
4.250 44.88
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 53.39 54.08
PP 53.12 53.58
S1 52.86 53.09

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

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