NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 49.83 50.52 0.69 1.4% 50.29
High 50.72 51.51 0.79 1.6% 51.13
Low 48.79 49.96 1.17 2.4% 47.46
Close 50.59 50.46 -0.13 -0.3% 50.01
Range 1.93 1.55 -0.38 -19.7% 3.67
ATR 2.12 2.08 -0.04 -1.9% 0.00
Volume 35,383 30,943 -4,440 -12.5% 223,795
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.29 54.43 51.31
R3 53.74 52.88 50.89
R2 52.19 52.19 50.74
R1 51.33 51.33 50.60 50.99
PP 50.64 50.64 50.64 50.47
S1 49.78 49.78 50.32 49.44
S2 49.09 49.09 50.18
S3 47.54 48.23 50.03
S4 45.99 46.68 49.61
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 51.51 47.46 4.05 8.0% 2.29 4.5% 74% True False 39,642
10 53.74 47.46 6.28 12.4% 2.06 4.1% 48% False False 43,290
20 56.20 47.46 8.74 17.3% 1.89 3.8% 34% False False 47,538
40 58.37 47.46 10.91 21.6% 2.22 4.4% 27% False False 41,544
60 58.60 47.46 11.14 22.1% 2.23 4.4% 27% False False 32,866
80 74.90 47.46 27.44 54.4% 2.35 4.6% 11% False False 26,616
100 81.61 47.46 34.15 67.7% 2.20 4.4% 9% False False 22,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.42
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 58.10
2.618 55.57
1.618 54.02
1.000 53.06
0.618 52.47
HIGH 51.51
0.618 50.92
0.500 50.74
0.382 50.55
LOW 49.96
0.618 49.00
1.000 48.41
1.618 47.45
2.618 45.90
4.250 43.37
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 50.74 50.26
PP 50.64 50.06
S1 50.55 49.86

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

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