NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 51.60 53.97 2.37 4.6% 49.83
High 55.09 54.25 -0.84 -1.5% 55.09
Low 51.55 51.23 -0.32 -0.6% 48.79
Close 54.31 51.87 -2.44 -4.5% 51.87
Range 3.54 3.02 -0.52 -14.7% 6.30
ATR 2.20 2.26 0.06 2.9% 0.00
Volume 49,630 66,201 16,571 33.4% 222,984
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.51 59.71 53.53
R3 58.49 56.69 52.70
R2 55.47 55.47 52.42
R1 53.67 53.67 52.15 53.06
PP 52.45 52.45 52.45 52.15
S1 50.65 50.65 51.59 50.04
S2 49.43 49.43 51.32
S3 46.41 47.63 51.04
S4 43.39 44.61 50.21
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.82 67.64 55.34
R3 64.52 61.34 53.60
R2 58.22 58.22 53.03
R1 55.04 55.04 52.45 56.63
PP 51.92 51.92 51.92 52.71
S1 48.74 48.74 51.29 50.33
S2 45.62 45.62 50.72
S3 39.32 42.44 50.14
S4 33.02 36.14 48.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 48.79 6.30 12.1% 2.46 4.8% 49% False False 44,596
10 55.09 47.46 7.63 14.7% 2.40 4.6% 58% False False 44,677
20 56.20 47.46 8.74 16.8% 1.99 3.8% 50% False False 48,024
40 58.37 47.46 10.91 21.0% 2.34 4.5% 40% False False 43,999
60 58.37 47.46 10.91 21.0% 2.29 4.4% 40% False False 35,242
80 69.85 47.46 22.39 43.2% 2.30 4.4% 20% False False 28,359
100 80.60 47.46 33.14 63.9% 2.26 4.4% 13% False False 23,623
Crabel Price Patterns
NR True
NR4 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.09
2.618 62.16
1.618 59.14
1.000 57.27
0.618 56.12
HIGH 54.25
0.618 53.10
0.500 52.74
0.382 52.38
LOW 51.23
0.618 49.36
1.000 48.21
1.618 46.34
2.618 43.32
4.250 38.40
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 52.74 52.55
PP 52.45 52.32
S1 52.16 52.10

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

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