NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 50.06 52.61 2.55 5.1% 56.41
High 53.37 52.61 -0.76 -1.4% 56.86
Low 49.69 50.67 0.98 2.0% 52.42
Close 52.68 51.18 -1.50 -2.8% 52.50
Range 3.68 1.94 -1.74 -47.3% 4.44
ATR 1.99 1.99 0.00 0.1% 0.00
Volume 20,914 40,528 19,614 93.8% 137,431
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.31 56.18 52.25
R3 55.37 54.24 51.71
R2 53.43 53.43 51.54
R1 52.30 52.30 51.36 51.90
PP 51.49 51.49 51.49 51.28
S1 50.36 50.36 51.00 49.96
S2 49.55 49.55 50.82
S3 47.61 48.42 50.65
S4 45.67 46.48 50.11
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 54.74 49.69 5.05 9.9% 2.31 4.5% 30% False False 27,865
10 57.70 49.69 8.01 15.7% 1.89 3.7% 19% False False 28,603
20 58.18 49.69 8.49 16.6% 1.70 3.3% 18% False False 29,791
40 59.95 49.69 10.26 20.0% 2.03 4.0% 15% False False 29,176
60 60.93 49.69 11.24 22.0% 2.03 4.0% 13% False False 23,613
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 60.86
2.618 57.69
1.618 55.75
1.000 54.55
0.618 53.81
HIGH 52.61
0.618 51.87
0.500 51.64
0.382 51.41
LOW 50.67
0.618 49.47
1.000 48.73
1.618 47.53
2.618 45.59
4.250 42.43
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 51.64 51.53
PP 51.49 51.41
S1 51.33 51.30

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

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