NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 56.41 55.94 -0.47 -0.8% 57.72
High 56.86 56.20 -0.66 -1.2% 58.18
Low 55.86 54.42 -1.44 -2.6% 56.04
Close 56.01 54.49 -1.52 -2.7% 56.39
Range 1.00 1.78 0.78 78.0% 2.14
ATR 1.90 1.89 -0.01 -0.4% 0.00
Volume 24,722 30,775 6,053 24.5% 169,990
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.38 59.21 55.47
R3 58.60 57.43 54.98
R2 56.82 56.82 54.82
R1 55.65 55.65 54.65 55.35
PP 55.04 55.04 55.04 54.88
S1 53.87 53.87 54.33 53.57
S2 53.26 53.26 54.16
S3 51.48 52.09 54.00
S4 49.70 50.31 53.51
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.29 61.98 57.57
R3 61.15 59.84 56.98
R2 59.01 59.01 56.78
R1 57.70 57.70 56.59 57.29
PP 56.87 56.87 56.87 56.66
S1 55.56 55.56 56.19 55.15
S2 54.73 54.73 56.00
S3 52.59 53.42 55.80
S4 50.45 51.28 55.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.98 54.42 3.56 6.5% 1.33 2.4% 2% False True 33,557
10 58.18 54.42 3.76 6.9% 1.55 2.8% 2% False True 31,169
20 59.95 54.42 5.53 10.1% 1.77 3.2% 1% False True 31,708
40 59.95 49.90 10.05 18.4% 2.07 3.8% 46% False False 27,779
60 63.50 49.90 13.60 25.0% 2.13 3.9% 34% False False 21,692
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 8 trading days
Fibonacci Retracements and Extensions
4.250 63.77
2.618 60.86
1.618 59.08
1.000 57.98
0.618 57.30
HIGH 56.20
0.618 55.52
0.500 55.31
0.382 55.10
LOW 54.42
0.618 53.32
1.000 52.64
1.618 51.54
2.618 49.76
4.250 46.86
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 55.31 56.06
PP 55.04 55.54
S1 54.76 55.01

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

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