NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 50.29 49.38 -0.91 -1.8% 54.34
High 50.35 49.56 -0.79 -1.6% 54.97
Low 48.31 47.88 -0.43 -0.9% 50.21
Close 49.45 48.48 -0.97 -2.0% 50.29
Range 2.04 1.68 -0.36 -17.6% 4.76
ATR 2.04 2.01 -0.03 -1.3% 0.00
Volume 53,276 38,631 -14,645 -27.5% 242,298
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.68 52.76 49.40
R3 52.00 51.08 48.94
R2 50.32 50.32 48.79
R1 49.40 49.40 48.63 49.02
PP 48.64 48.64 48.64 48.45
S1 47.72 47.72 48.33 47.34
S2 46.96 46.96 48.17
S3 45.28 46.04 48.02
S4 43.60 44.36 47.56
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 53.74 47.88 5.86 12.1% 1.83 3.8% 10% False True 46,938
10 56.20 47.88 8.32 17.2% 1.67 3.4% 7% False True 50,589
20 57.90 47.88 10.02 20.7% 1.85 3.8% 6% False True 48,292
40 58.37 47.87 10.50 21.7% 2.20 4.5% 6% False False 39,667
60 60.41 47.87 12.54 25.9% 2.28 4.7% 5% False False 30,270
80 77.60 47.87 29.73 61.3% 2.31 4.8% 2% False False 24,478
100 81.61 47.87 33.74 69.6% 2.16 4.5% 2% False False 20,300
Crabel Price Patterns
NR True
NR4 True
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 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.70
2.618 53.96
1.618 52.28
1.000 51.24
0.618 50.60
HIGH 49.56
0.618 48.92
0.500 48.72
0.382 48.52
LOW 47.88
0.618 46.84
1.000 46.20
1.618 45.16
2.618 43.48
4.250 40.74
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 48.72 50.24
PP 48.64 49.65
S1 48.56 49.07

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

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