NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 55.94 54.68 -1.26 -2.3% 57.72
High 56.20 55.09 -1.11 -2.0% 58.18
Low 54.42 53.89 -0.53 -1.0% 56.04
Close 54.49 54.87 0.38 0.7% 56.39
Range 1.78 1.20 -0.58 -32.6% 2.14
ATR 1.89 1.84 -0.05 -2.6% 0.00
Volume 30,775 26,275 -4,500 -14.6% 169,990
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.22 57.74 55.53
R3 57.02 56.54 55.20
R2 55.82 55.82 55.09
R1 55.34 55.34 54.98 55.58
PP 54.62 54.62 54.62 54.74
S1 54.14 54.14 54.76 54.38
S2 53.42 53.42 54.65
S3 52.22 52.94 54.54
S4 51.02 51.74 54.21
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 57.97 53.89 4.08 7.4% 1.32 2.4% 24% False True 33,772
10 58.18 53.89 4.29 7.8% 1.42 2.6% 23% False True 32,172
20 59.95 53.89 6.06 11.0% 1.72 3.1% 16% False True 31,321
40 59.95 49.90 10.05 18.3% 2.06 3.7% 49% False False 27,961
60 61.90 49.90 12.00 21.9% 2.12 3.9% 41% False False 21,995
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.19
2.618 58.23
1.618 57.03
1.000 56.29
0.618 55.83
HIGH 55.09
0.618 54.63
0.500 54.49
0.382 54.35
LOW 53.89
0.618 53.15
1.000 52.69
1.618 51.95
2.618 50.75
4.250 48.79
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 54.74 55.38
PP 54.62 55.21
S1 54.49 55.04

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

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