NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 51.65 50.06 -1.59 -3.1% 56.41
High 51.77 53.37 1.60 3.1% 56.86
Low 50.10 49.69 -0.41 -0.8% 52.42
Close 50.57 52.68 2.11 4.2% 52.50
Range 1.67 3.68 2.01 120.4% 4.44
ATR 1.86 1.99 0.13 7.0% 0.00
Volume 23,087 20,914 -2,173 -9.4% 137,431
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.95 61.50 54.70
R3 59.27 57.82 53.69
R2 55.59 55.59 53.35
R1 54.14 54.14 53.02 54.87
PP 51.91 51.91 51.91 52.28
S1 50.46 50.46 52.34 51.19
S2 48.23 48.23 52.01
S3 44.55 46.78 51.67
S4 40.87 43.10 50.66
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 49.69 6.00 11.4% 2.27 4.3% 50% False True 25,522
10 57.97 49.69 8.28 15.7% 1.79 3.4% 36% False True 29,647
20 58.18 49.69 8.49 16.1% 1.73 3.3% 35% False True 28,837
40 59.95 49.69 10.26 19.5% 2.01 3.8% 29% False True 28,759
60 60.93 49.69 11.24 21.3% 2.06 3.9% 27% False True 23,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 69.01
2.618 63.00
1.618 59.32
1.000 57.05
0.618 55.64
HIGH 53.37
0.618 51.96
0.500 51.53
0.382 51.10
LOW 49.69
0.618 47.42
1.000 46.01
1.618 43.74
2.618 40.06
4.250 34.05
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 52.30 52.30
PP 51.91 51.91
S1 51.53 51.53

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

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