NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 52.87 53.61 0.74 1.4% 51.67
High 53.85 53.61 -0.24 -0.4% 56.61
Low 52.53 52.30 -0.23 -0.4% 51.12
Close 53.67 52.69 -0.98 -1.8% 53.65
Range 1.32 1.31 -0.01 -0.8% 5.49
ATR 2.05 2.00 -0.05 -2.4% 0.00
Volume 21,520 17,162 -4,358 -20.3% 164,557
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.80 56.05 53.41
R3 55.49 54.74 53.05
R2 54.18 54.18 52.93
R1 53.43 53.43 52.81 53.15
PP 52.87 52.87 52.87 52.73
S1 52.12 52.12 52.57 51.84
S2 51.56 51.56 52.45
S3 50.25 50.81 52.33
S4 48.94 49.50 51.97
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.26 67.45 56.67
R3 64.77 61.96 55.16
R2 59.28 59.28 54.66
R1 56.47 56.47 54.15 57.88
PP 53.79 53.79 53.79 54.50
S1 50.98 50.98 53.15 52.39
S2 48.30 48.30 52.64
S3 42.81 45.49 52.14
S4 37.32 40.00 50.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.61 52.02 4.59 8.7% 2.14 4.1% 15% False False 32,006
10 56.61 49.69 6.92 13.1% 2.16 4.1% 43% False False 28,691
20 57.98 49.69 8.29 15.7% 1.86 3.5% 36% False False 29,383
40 59.95 49.69 10.26 19.5% 2.02 3.8% 29% False False 30,420
60 59.95 49.69 10.26 19.5% 2.04 3.9% 29% False False 26,377
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 59.18
2.618 57.04
1.618 55.73
1.000 54.92
0.618 54.42
HIGH 53.61
0.618 53.11
0.500 52.96
0.382 52.80
LOW 52.30
0.618 51.49
1.000 50.99
1.618 50.18
2.618 48.87
4.250 46.73
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 52.96 54.02
PP 52.87 53.58
S1 52.78 53.13

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

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