NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 55.05 51.98 -3.07 -5.6% 51.07
High 55.05 53.08 -1.97 -3.6% 55.95
Low 52.30 51.74 -0.56 -1.1% 50.12
Close 52.87 52.84 -0.03 -0.1% 52.87
Range 2.75 1.34 -1.41 -51.3% 5.83
ATR 2.15 2.09 -0.06 -2.7% 0.00
Volume 40,614 22,560 -18,054 -44.5% 125,621
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.57 56.05 53.58
R3 55.23 54.71 53.21
R2 53.89 53.89 53.09
R1 53.37 53.37 52.96 53.63
PP 52.55 52.55 52.55 52.69
S1 52.03 52.03 52.72 52.29
S2 51.21 51.21 52.59
S3 49.87 50.69 52.47
S4 48.53 49.35 52.10
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.47 67.50 56.08
R3 64.64 61.67 54.47
R2 58.81 58.81 53.94
R1 55.84 55.84 53.40 57.33
PP 52.98 52.98 52.98 53.72
S1 50.01 50.01 52.34 51.50
S2 47.15 47.15 51.80
S3 41.32 44.18 51.27
S4 35.49 38.35 49.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.95 51.13 4.82 9.1% 2.19 4.1% 35% False False 25,352
10 55.95 48.71 7.24 13.7% 2.22 4.2% 57% False False 23,472
20 57.15 48.71 8.44 16.0% 1.89 3.6% 49% False False 26,287
40 59.24 48.71 10.53 19.9% 2.16 4.1% 39% False False 24,811
60 59.24 48.71 10.53 19.9% 2.13 4.0% 39% False False 19,745
80 69.14 48.71 20.43 38.7% 2.15 4.1% 20% False False 15,861
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 False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 58.78
2.618 56.59
1.618 55.25
1.000 54.42
0.618 53.91
HIGH 53.08
0.618 52.57
0.500 52.41
0.382 52.25
LOW 51.74
0.618 50.91
1.000 50.40
1.618 49.57
2.618 48.23
4.250 46.05
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 52.70 53.85
PP 52.55 53.51
S1 52.41 53.18

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

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