NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 51.57 52.65 1.08 2.1% 51.45
High 53.26 55.95 2.69 5.1% 52.41
Low 51.25 52.64 1.39 2.7% 48.71
Close 52.98 55.23 2.25 4.2% 51.30
Range 2.01 3.31 1.30 64.7% 3.70
ATR 1.99 2.09 0.09 4.7% 0.00
Volume 22,091 26,195 4,104 18.6% 109,863
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.54 63.19 57.05
R3 61.23 59.88 56.14
R2 57.92 57.92 55.84
R1 56.57 56.57 55.53 57.25
PP 54.61 54.61 54.61 54.94
S1 53.26 53.26 54.93 53.94
S2 51.30 51.30 54.62
S3 47.99 49.95 54.32
S4 44.68 46.64 53.41
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.91 60.30 53.34
R3 58.21 56.60 52.32
R2 54.51 54.51 51.98
R1 52.90 52.90 51.64 51.86
PP 50.81 50.81 50.81 50.28
S1 49.20 49.20 50.96 48.16
S2 47.11 47.11 50.62
S3 43.41 45.50 50.28
S4 39.71 41.80 49.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.95 49.46 6.49 11.8% 2.17 3.9% 89% True False 20,556
10 55.95 48.71 7.24 13.1% 2.26 4.1% 90% True False 22,271
20 57.19 48.71 8.48 15.4% 1.85 3.3% 77% False False 25,905
40 59.24 48.71 10.53 19.1% 2.18 4.0% 62% False False 23,908
60 59.24 48.71 10.53 19.1% 2.12 3.8% 62% False False 18,804
80 70.13 48.71 21.42 38.8% 2.17 3.9% 30% False False 15,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.02
2.618 64.62
1.618 61.31
1.000 59.26
0.618 58.00
HIGH 55.95
0.618 54.69
0.500 54.30
0.382 53.90
LOW 52.64
0.618 50.59
1.000 49.33
1.618 47.28
2.618 43.97
4.250 38.57
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 54.92 54.67
PP 54.61 54.10
S1 54.30 53.54

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

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