NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 55.08 54.04 -1.04 -1.9% 56.56
High 55.25 54.22 -1.03 -1.9% 57.19
Low 53.50 52.96 -0.54 -1.0% 54.98
Close 53.62 53.98 0.36 0.7% 55.42
Range 1.75 1.26 -0.49 -28.0% 2.21
ATR 1.94 1.89 -0.05 -2.5% 0.00
Volume 29,154 22,379 -6,775 -23.2% 155,809
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.50 57.00 54.67
R3 56.24 55.74 54.33
R2 54.98 54.98 54.21
R1 54.48 54.48 54.10 54.10
PP 53.72 53.72 53.72 53.53
S1 53.22 53.22 53.86 52.84
S2 52.46 52.46 53.75
S3 51.20 51.96 53.63
S4 49.94 50.70 53.29
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 52.96 4.19 7.8% 1.36 2.5% 24% False True 29,943
10 57.19 52.96 4.23 7.8% 1.48 2.7% 24% False True 30,140
20 59.24 52.96 6.28 11.6% 1.81 3.4% 16% False True 26,468
40 59.24 49.00 10.24 19.0% 2.14 4.0% 49% False False 20,613
60 61.43 49.00 12.43 23.0% 2.19 4.1% 40% False False 15,422
80 77.06 49.00 28.06 52.0% 2.12 3.9% 18% False False 12,440
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.58
2.618 57.52
1.618 56.26
1.000 55.48
0.618 55.00
HIGH 54.22
0.618 53.74
0.500 53.59
0.382 53.44
LOW 52.96
0.618 52.18
1.000 51.70
1.618 50.92
2.618 49.66
4.250 47.61
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 53.85 54.47
PP 53.72 54.30
S1 53.59 54.14

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

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