NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 52.99 53.09 0.10 0.2% 55.09
High 53.18 53.74 0.56 1.1% 56.20
Low 51.94 51.94 0.00 0.0% 53.75
Close 52.88 52.27 -0.61 -1.2% 54.24
Range 1.24 1.80 0.56 45.2% 2.45
ATR 2.03 2.01 -0.02 -0.8% 0.00
Volume 41,501 52,911 11,410 27.5% 271,410
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.05 56.96 53.26
R3 56.25 55.16 52.77
R2 54.45 54.45 52.60
R1 53.36 53.36 52.44 53.01
PP 52.65 52.65 52.65 52.47
S1 51.56 51.56 52.11 51.21
S2 50.85 50.85 51.94
S3 49.05 49.76 51.78
S4 47.25 47.96 51.28
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 55.67 51.94 3.73 7.1% 1.57 3.0% 9% False True 50,497
10 56.20 51.94 4.26 8.1% 1.47 2.8% 8% False True 53,259
20 58.37 51.94 6.43 12.3% 1.90 3.6% 5% False True 47,766
40 58.37 47.87 10.50 20.1% 2.30 4.4% 42% False False 37,716
60 60.51 47.87 12.64 24.2% 2.34 4.5% 35% False False 28,502
80 77.60 47.87 29.73 56.9% 2.30 4.4% 15% False False 22,868
100 81.61 47.87 33.74 64.5% 2.14 4.1% 13% False False 19,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 61.39
2.618 58.45
1.618 56.65
1.000 55.54
0.618 54.85
HIGH 53.74
0.618 53.05
0.500 52.84
0.382 52.63
LOW 51.94
0.618 50.83
1.000 50.14
1.618 49.03
2.618 47.23
4.250 44.29
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 52.84 53.11
PP 52.65 52.83
S1 52.46 52.55

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

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