NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 49.16 49.83 0.67 1.4% 50.29
High 50.53 50.72 0.19 0.4% 51.13
Low 48.20 48.79 0.59 1.2% 47.46
Close 50.01 50.59 0.58 1.2% 50.01
Range 2.33 1.93 -0.40 -17.2% 3.67
ATR 2.13 2.12 -0.01 -0.7% 0.00
Volume 31,251 35,383 4,132 13.2% 223,795
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.82 55.14 51.65
R3 53.89 53.21 51.12
R2 51.96 51.96 50.94
R1 51.28 51.28 50.77 51.62
PP 50.03 50.03 50.03 50.21
S1 49.35 49.35 50.41 49.69
S2 48.10 48.10 50.24
S3 46.17 47.42 50.06
S4 44.24 45.49 49.53
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.54 58.95 52.03
R3 56.87 55.28 51.02
R2 53.20 53.20 50.68
R1 51.61 51.61 50.35 50.57
PP 49.53 49.53 49.53 49.02
S1 47.94 47.94 49.67 46.90
S2 45.86 45.86 49.34
S3 42.19 44.27 49.00
S4 38.52 40.60 47.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.13 47.46 3.67 7.3% 2.32 4.6% 85% False False 41,180
10 54.28 47.46 6.82 13.5% 2.08 4.1% 46% False False 45,777
20 56.20 47.46 8.74 17.3% 1.88 3.7% 36% False False 49,383
40 58.37 47.46 10.91 21.6% 2.22 4.4% 29% False False 41,391
60 58.82 47.46 11.36 22.5% 2.23 4.4% 28% False False 32,443
80 76.70 47.46 29.24 57.8% 2.36 4.7% 11% False False 26,299
100 81.61 47.46 34.15 67.5% 2.20 4.3% 9% False False 21,824
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.92
2.618 55.77
1.618 53.84
1.000 52.65
0.618 51.91
HIGH 50.72
0.618 49.98
0.500 49.76
0.382 49.53
LOW 48.79
0.618 47.60
1.000 46.86
1.618 45.67
2.618 43.74
4.250 40.59
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 50.31 50.21
PP 50.03 49.84
S1 49.76 49.46

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

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