NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 54.04 54.16 0.12 0.2% 56.56
High 54.22 54.90 0.68 1.3% 57.19
Low 52.96 53.08 0.12 0.2% 54.98
Close 53.98 53.44 -0.54 -1.0% 55.42
Range 1.26 1.82 0.56 44.4% 2.21
ATR 1.89 1.89 -0.01 -0.3% 0.00
Volume 22,379 29,363 6,984 31.2% 155,809
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.27 58.17 54.44
R3 57.45 56.35 53.94
R2 55.63 55.63 53.77
R1 54.53 54.53 53.61 54.17
PP 53.81 53.81 53.81 53.63
S1 52.71 52.71 53.27 52.35
S2 51.99 51.99 53.11
S3 50.17 50.89 52.94
S4 48.35 49.07 52.44
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 56.73 52.96 3.77 7.1% 1.52 2.8% 13% False False 27,167
10 57.19 52.96 4.23 7.9% 1.43 2.7% 11% False False 29,538
20 59.24 52.96 6.28 11.8% 1.78 3.3% 8% False False 27,127
40 59.24 49.00 10.24 19.2% 2.14 4.0% 43% False False 21,211
60 60.55 49.00 11.55 21.6% 2.19 4.1% 38% False False 15,854
80 76.90 49.00 27.90 52.2% 2.11 3.9% 16% False False 12,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 62.64
2.618 59.66
1.618 57.84
1.000 56.72
0.618 56.02
HIGH 54.90
0.618 54.20
0.500 53.99
0.382 53.78
LOW 53.08
0.618 51.96
1.000 51.26
1.618 50.14
2.618 48.32
4.250 45.35
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 53.99 54.11
PP 53.81 53.88
S1 53.62 53.66

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

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