NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 52.05 51.65 -0.40 -0.8% 56.41
High 52.55 51.77 -0.78 -1.5% 56.86
Low 50.61 50.10 -0.51 -1.0% 52.42
Close 51.64 50.57 -1.07 -2.1% 52.50
Range 1.94 1.67 -0.27 -13.9% 4.44
ATR 1.87 1.86 -0.01 -0.8% 0.00
Volume 27,951 23,087 -4,864 -17.4% 137,431
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.82 54.87 51.49
R3 54.15 53.20 51.03
R2 52.48 52.48 50.88
R1 51.53 51.53 50.72 51.17
PP 50.81 50.81 50.81 50.64
S1 49.86 49.86 50.42 49.50
S2 49.14 49.14 50.26
S3 47.47 48.19 50.11
S4 45.80 46.52 49.65
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 55.69 50.10 5.59 11.1% 1.77 3.5% 8% False True 26,594
10 57.98 50.10 7.88 15.6% 1.55 3.1% 6% False True 30,076
20 59.55 50.10 9.45 18.7% 1.68 3.3% 5% False True 30,609
40 59.95 50.03 9.92 19.6% 1.97 3.9% 5% False False 28,565
60 60.97 49.90 11.07 21.9% 2.07 4.1% 6% False False 23,018
Crabel Price Patterns
NR True
NR4 True
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 56.14
1.618 54.47
1.000 53.44
0.618 52.80
HIGH 51.77
0.618 51.13
0.500 50.94
0.382 50.74
LOW 50.10
0.618 49.07
1.000 48.43
1.618 47.40
2.618 45.73
4.250 43.00
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 50.94 52.42
PP 50.81 51.80
S1 50.69 51.19

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

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