NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 47.89 50.36 2.47 5.2% 54.34
High 51.13 50.37 -0.76 -1.5% 54.97
Low 47.46 48.40 0.94 2.0% 50.21
Close 50.36 48.97 -1.39 -2.8% 50.29
Range 3.67 1.97 -1.70 -46.3% 4.76
ATR 2.13 2.12 -0.01 -0.5% 0.00
Volume 47,144 53,493 6,349 13.5% 242,298
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.16 54.03 50.05
R3 53.19 52.06 49.51
R2 51.22 51.22 49.33
R1 50.09 50.09 49.15 49.67
PP 49.25 49.25 49.25 49.04
S1 48.12 48.12 48.79 47.70
S2 47.28 47.28 48.61
S3 45.31 46.15 48.43
S4 43.34 44.18 47.89
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 52.60 47.46 5.14 10.5% 2.35 4.8% 29% False False 48,183
10 55.67 47.46 8.21 16.8% 1.96 4.0% 18% False False 49,340
20 56.20 47.46 8.74 17.8% 1.83 3.7% 17% False False 49,851
40 58.37 47.46 10.91 22.3% 2.24 4.6% 14% False False 41,185
60 59.92 47.46 12.46 25.4% 2.24 4.6% 12% False False 31,607
80 77.60 47.46 30.14 61.5% 2.34 4.8% 5% False False 25,595
100 81.61 47.46 34.15 69.7% 2.18 4.4% 4% False False 21,234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.74
2.618 55.53
1.618 53.56
1.000 52.34
0.618 51.59
HIGH 50.37
0.618 49.62
0.500 49.39
0.382 49.15
LOW 48.40
0.618 47.18
1.000 46.43
1.618 45.21
2.618 43.24
4.250 40.03
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 49.39 49.30
PP 49.25 49.19
S1 49.11 49.08

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

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