NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 49.38 47.89 -1.49 -3.0% 54.34
High 49.56 51.13 1.57 3.2% 54.97
Low 47.88 47.46 -0.42 -0.9% 50.21
Close 48.48 50.36 1.88 3.9% 50.29
Range 1.68 3.67 1.99 118.5% 4.76
ATR 2.01 2.13 0.12 5.9% 0.00
Volume 38,631 47,144 8,513 22.0% 242,298
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.66 59.18 52.38
R3 56.99 55.51 51.37
R2 53.32 53.32 51.03
R1 51.84 51.84 50.70 52.58
PP 49.65 49.65 49.65 50.02
S1 48.17 48.17 50.02 48.91
S2 45.98 45.98 49.69
S3 42.31 44.50 49.35
S4 38.64 40.83 48.34
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 47.46 6.28 12.5% 2.32 4.6% 46% False True 48,067
10 56.20 47.46 8.74 17.4% 1.88 3.7% 33% False True 51,115
20 56.25 47.46 8.79 17.5% 1.87 3.7% 33% False True 48,374
40 58.37 47.46 10.91 21.7% 2.23 4.4% 27% False True 40,530
60 59.92 47.46 12.46 24.7% 2.27 4.5% 23% False True 30,876
80 77.60 47.46 30.14 59.8% 2.34 4.6% 10% False True 25,032
100 81.61 47.46 34.15 67.8% 2.18 4.3% 8% False True 20,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 66.73
2.618 60.74
1.618 57.07
1.000 54.80
0.618 53.40
HIGH 51.13
0.618 49.73
0.500 49.30
0.382 48.86
LOW 47.46
0.618 45.19
1.000 43.79
1.618 41.52
2.618 37.85
4.250 31.86
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 50.01 50.01
PP 49.65 49.65
S1 49.30 49.30

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

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