NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 55.61 55.76 0.15 0.3% 58.53
High 55.73 56.50 0.77 1.4% 58.79
Low 54.58 54.70 0.12 0.2% 56.77
Close 55.58 55.11 -0.47 -0.8% 57.10
Range 1.15 1.80 0.65 56.5% 2.02
ATR 1.71 1.72 0.01 0.4% 0.00
Volume 9,788 13,991 4,203 42.9% 65,356
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.84 59.77 56.10
R3 59.04 57.97 55.61
R2 57.24 57.24 55.44
R1 56.17 56.17 55.28 55.81
PP 55.44 55.44 55.44 55.25
S1 54.37 54.37 54.95 54.01
S2 53.64 53.64 54.78
S3 51.84 52.57 54.62
S4 50.04 50.77 54.12
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.61 62.38 58.21
R3 61.59 60.36 57.66
R2 59.57 59.57 57.47
R1 58.34 58.34 57.29 57.95
PP 57.55 57.55 57.55 57.36
S1 56.32 56.32 56.91 55.93
S2 55.53 55.53 56.73
S3 53.51 54.30 56.54
S4 51.49 52.28 55.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.25 54.58 3.67 6.7% 1.42 2.6% 14% False False 12,788
10 58.81 54.58 4.23 7.7% 1.26 2.3% 13% False False 12,478
20 60.65 54.58 6.07 11.0% 1.53 2.8% 9% False False 11,645
40 60.67 50.93 9.74 17.7% 1.87 3.4% 43% False False 9,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 64.15
2.618 61.21
1.618 59.41
1.000 58.30
0.618 57.61
HIGH 56.50
0.618 55.81
0.500 55.60
0.382 55.39
LOW 54.70
0.618 53.59
1.000 52.90
1.618 51.79
2.618 49.99
4.250 47.05
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 55.60 55.68
PP 55.44 55.49
S1 55.27 55.30

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

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