NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 56.69 55.51 -1.18 -2.1% 56.56
High 56.73 55.97 -0.76 -1.3% 57.19
Low 54.98 54.97 -0.01 0.0% 54.98
Close 55.42 55.13 -0.29 -0.5% 55.42
Range 1.75 1.00 -0.75 -42.9% 2.21
ATR 2.03 1.95 -0.07 -3.6% 0.00
Volume 29,148 25,792 -3,356 -11.5% 155,809
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.36 57.74 55.68
R3 57.36 56.74 55.41
R2 56.36 56.36 55.31
R1 55.74 55.74 55.22 55.55
PP 55.36 55.36 55.36 55.26
S1 54.74 54.74 55.04 54.55
S2 54.36 54.36 54.95
S3 53.36 53.74 54.86
S4 52.36 52.74 54.58
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.49 61.17 56.64
R3 60.28 58.96 56.03
R2 58.07 58.07 55.83
R1 56.75 56.75 55.62 56.31
PP 55.86 55.86 55.86 55.64
S1 54.54 54.54 55.22 54.10
S2 53.65 53.65 55.01
S3 51.44 52.33 54.81
S4 49.23 50.12 54.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.15 54.97 2.18 4.0% 1.26 2.3% 7% False True 31,793
10 57.19 54.63 2.56 4.6% 1.57 2.8% 20% False False 30,439
20 59.24 54.07 5.17 9.4% 1.87 3.4% 21% False False 26,200
40 59.24 49.00 10.24 18.6% 2.16 3.9% 60% False False 19,701
60 64.13 49.00 15.13 27.4% 2.21 4.0% 41% False False 14,704
80 78.33 49.00 29.33 53.2% 2.09 3.8% 21% False False 11,846
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 True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 60.22
2.618 58.59
1.618 57.59
1.000 56.97
0.618 56.59
HIGH 55.97
0.618 55.59
0.500 55.47
0.382 55.35
LOW 54.97
0.618 54.35
1.000 53.97
1.618 53.35
2.618 52.35
4.250 50.72
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 55.47 56.06
PP 55.36 55.75
S1 55.24 55.44

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

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