NYMEX Light Sweet Crude Oil Future September 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 54.92 54.49 -0.43 -0.8% 56.41
High 55.69 54.74 -0.95 -1.7% 56.86
Low 53.97 52.42 -1.55 -2.9% 52.42
Close 54.36 52.50 -1.86 -3.4% 52.50
Range 1.72 2.32 0.60 34.9% 4.44
ATR 1.83 1.86 0.04 1.9% 0.00
Volume 28,810 26,849 -1,961 -6.8% 137,431
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.18 58.66 53.78
R3 57.86 56.34 53.14
R2 55.54 55.54 52.93
R1 54.02 54.02 52.71 53.62
PP 53.22 53.22 53.22 53.02
S1 51.70 51.70 52.29 51.30
S2 50.90 50.90 52.07
S3 48.58 49.38 51.86
S4 46.26 47.06 51.22
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 67.25 64.31 54.94
R3 62.81 59.87 53.72
R2 58.37 58.37 53.31
R1 55.43 55.43 52.91 54.68
PP 53.93 53.93 53.93 53.55
S1 50.99 50.99 52.09 50.24
S2 49.49 49.49 51.69
S3 45.05 46.55 51.28
S4 40.61 42.11 50.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.86 52.42 4.44 8.5% 1.60 3.1% 2% False True 27,486
10 58.18 52.42 5.76 11.0% 1.45 2.8% 1% False True 30,742
20 59.95 52.42 7.53 14.3% 1.71 3.3% 1% False True 31,581
40 59.95 50.03 9.92 18.9% 2.03 3.9% 25% False False 28,405
60 60.97 49.90 11.07 21.1% 2.11 4.0% 23% False False 22,569
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 0.35
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 64.60
2.618 60.81
1.618 58.49
1.000 57.06
0.618 56.17
HIGH 54.74
0.618 53.85
0.500 53.58
0.382 53.31
LOW 52.42
0.618 50.99
1.000 50.10
1.618 48.67
2.618 46.35
4.250 42.56
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 53.58 54.06
PP 53.22 53.54
S1 52.86 53.02

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

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