NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 54.16 53.59 -0.57 -1.1% 55.51
High 54.90 53.81 -1.09 -2.0% 55.97
Low 53.08 51.45 -1.63 -3.1% 51.45
Close 53.44 51.52 -1.92 -3.6% 51.52
Range 1.82 2.36 0.54 29.7% 4.52
ATR 1.89 1.92 0.03 1.8% 0.00
Volume 29,363 27,847 -1,516 -5.2% 134,535
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.34 57.79 52.82
R3 56.98 55.43 52.17
R2 54.62 54.62 51.95
R1 53.07 53.07 51.74 52.67
PP 52.26 52.26 52.26 52.06
S1 50.71 50.71 51.30 50.31
S2 49.90 49.90 51.09
S3 47.54 48.35 50.87
S4 45.18 45.99 50.22
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 66.54 63.55 54.01
R3 62.02 59.03 52.76
R2 57.50 57.50 52.35
R1 54.51 54.51 51.93 53.75
PP 52.98 52.98 52.98 52.60
S1 49.99 49.99 51.11 49.23
S2 48.46 48.46 50.69
S3 43.94 45.47 50.28
S4 39.42 40.95 49.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.97 51.45 4.52 8.8% 1.64 3.2% 2% False True 26,907
10 57.19 51.45 5.74 11.1% 1.51 2.9% 1% False True 29,034
20 59.24 51.45 7.79 15.1% 1.79 3.5% 1% False True 27,401
40 59.24 49.00 10.24 19.9% 2.13 4.1% 25% False False 21,704
60 60.55 49.00 11.55 22.4% 2.19 4.2% 22% False False 16,232
80 76.90 49.00 27.90 54.2% 2.11 4.1% 9% False False 13,111
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 12 trading days
Fibonacci Retracements and Extensions
4.250 63.84
2.618 59.99
1.618 57.63
1.000 56.17
0.618 55.27
HIGH 53.81
0.618 52.91
0.500 52.63
0.382 52.35
LOW 51.45
0.618 49.99
1.000 49.09
1.618 47.63
2.618 45.27
4.250 41.42
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 52.63 53.18
PP 52.26 52.62
S1 51.89 52.07

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

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