NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 55.76 55.40 -0.36 -0.6% 56.88
High 56.50 55.40 -1.10 -1.9% 57.53
Low 54.70 53.26 -1.44 -2.6% 53.26
Close 55.11 53.30 -1.81 -3.3% 53.30
Range 1.80 2.14 0.34 18.9% 4.27
ATR 1.72 1.75 0.03 1.7% 0.00
Volume 13,991 13,232 -759 -5.4% 62,485
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 60.41 58.99 54.48
R3 58.27 56.85 53.89
R2 56.13 56.13 53.69
R1 54.71 54.71 53.50 54.35
PP 53.99 53.99 53.99 53.81
S1 52.57 52.57 53.10 52.21
S2 51.85 51.85 52.91
S3 49.71 50.43 52.71
S4 47.57 48.29 52.12
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 67.51 64.67 55.65
R3 63.24 60.40 54.47
R2 58.97 58.97 54.08
R1 56.13 56.13 53.69 55.42
PP 54.70 54.70 54.70 54.34
S1 51.86 51.86 52.91 51.15
S2 50.43 50.43 52.52
S3 46.16 47.59 52.13
S4 41.89 43.32 50.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.53 53.26 4.27 8.0% 1.55 2.9% 1% False True 12,497
10 58.79 53.26 5.53 10.4% 1.34 2.5% 1% False True 12,784
20 60.65 53.26 7.39 13.9% 1.55 2.9% 1% False True 11,836
40 60.67 50.93 9.74 18.3% 1.85 3.5% 24% False False 10,054
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 12 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 61.00
1.618 58.86
1.000 57.54
0.618 56.72
HIGH 55.40
0.618 54.58
0.500 54.33
0.382 54.08
LOW 53.26
0.618 51.94
1.000 51.12
1.618 49.80
2.618 47.66
4.250 44.17
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 54.33 54.88
PP 53.99 54.35
S1 53.64 53.83

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

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