NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 52.61 51.18 -1.43 -2.7% 52.05
High 52.61 52.59 -0.02 0.0% 53.37
Low 50.67 50.43 -0.24 -0.5% 49.69
Close 51.18 52.28 1.10 2.1% 52.28
Range 1.94 2.16 0.22 11.3% 3.68
ATR 1.99 2.00 0.01 0.6% 0.00
Volume 40,528 22,232 -18,296 -45.1% 134,712
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.25 57.42 53.47
R3 56.09 55.26 52.87
R2 53.93 53.93 52.68
R1 53.10 53.10 52.48 53.52
PP 51.77 51.77 51.77 51.97
S1 50.94 50.94 52.08 51.36
S2 49.61 49.61 51.88
S3 47.45 48.78 51.69
S4 45.29 46.62 51.09
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.82 61.23 54.30
R3 59.14 57.55 53.29
R2 55.46 55.46 52.95
R1 53.87 53.87 52.62 54.67
PP 51.78 51.78 51.78 52.18
S1 50.19 50.19 51.94 50.99
S2 48.10 48.10 51.61
S3 44.42 46.51 51.27
S4 40.74 42.83 50.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.37 49.69 3.68 7.0% 2.28 4.4% 70% False False 26,942
10 56.86 49.69 7.17 13.7% 1.94 3.7% 36% False False 27,214
20 58.18 49.69 8.49 16.2% 1.76 3.4% 31% False False 29,312
40 59.95 49.69 10.26 19.6% 2.02 3.9% 25% False False 29,055
60 60.24 49.69 10.55 20.2% 2.02 3.9% 25% False False 23,865
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.77
2.618 58.24
1.618 56.08
1.000 54.75
0.618 53.92
HIGH 52.59
0.618 51.76
0.500 51.51
0.382 51.26
LOW 50.43
0.618 49.10
1.000 48.27
1.618 46.94
2.618 44.78
4.250 41.25
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 52.02 52.03
PP 51.77 51.78
S1 51.51 51.53

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

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