NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 52.37 50.29 -2.08 -4.0% 54.34
High 52.60 50.35 -2.25 -4.3% 54.97
Low 50.21 48.31 -1.90 -3.8% 50.21
Close 50.29 49.45 -0.84 -1.7% 50.29
Range 2.39 2.04 -0.35 -14.6% 4.76
ATR 2.04 2.04 0.00 0.0% 0.00
Volume 48,375 53,276 4,901 10.1% 242,298
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.49 54.51 50.57
R3 53.45 52.47 50.01
R2 51.41 51.41 49.82
R1 50.43 50.43 49.64 49.90
PP 49.37 49.37 49.37 49.11
S1 48.39 48.39 49.26 47.86
S2 47.33 47.33 49.08
S3 45.29 46.35 48.89
S4 43.25 44.31 48.33
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 66.10 62.96 52.91
R3 61.34 58.20 51.60
R2 56.58 56.58 51.16
R1 53.44 53.44 50.73 52.63
PP 51.82 51.82 51.82 51.42
S1 48.68 48.68 49.85 47.87
S2 47.06 47.06 49.42
S3 42.30 43.92 48.98
S4 37.54 39.16 47.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.28 48.31 5.97 12.1% 1.85 3.7% 19% False True 50,373
10 56.20 48.31 7.89 16.0% 1.61 3.3% 14% False True 52,681
20 58.37 48.31 10.06 20.3% 1.90 3.8% 11% False True 47,902
40 58.37 47.87 10.50 21.2% 2.22 4.5% 15% False False 39,254
60 60.41 47.87 12.54 25.4% 2.32 4.7% 13% False False 29,836
80 77.60 47.87 29.73 60.1% 2.31 4.7% 5% False False 24,045
100 81.61 47.87 33.74 68.2% 2.15 4.4% 5% False False 19,941
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.02
2.618 55.69
1.618 53.65
1.000 52.39
0.618 51.61
HIGH 50.35
0.618 49.57
0.500 49.33
0.382 49.09
LOW 48.31
0.618 47.05
1.000 46.27
1.618 45.01
2.618 42.97
4.250 39.64
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 49.41 51.03
PP 49.37 50.50
S1 49.33 49.98

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

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