NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 55.40 53.08 -2.32 -4.2% 56.88
High 55.40 53.35 -2.05 -3.7% 57.53
Low 53.26 51.36 -1.90 -3.6% 53.26
Close 53.30 52.41 -0.89 -1.7% 53.30
Range 2.14 1.99 -0.15 -7.0% 4.27
ATR 1.75 1.77 0.02 1.0% 0.00
Volume 13,232 9,245 -3,987 -30.1% 62,485
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.34 57.37 53.50
R3 56.35 55.38 52.96
R2 54.36 54.36 52.77
R1 53.39 53.39 52.59 52.88
PP 52.37 52.37 52.37 52.12
S1 51.40 51.40 52.23 50.89
S2 50.38 50.38 52.05
S3 48.39 49.41 51.86
S4 46.40 47.42 51.32
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 56.77 51.36 5.41 10.3% 1.75 3.3% 19% False True 11,793
10 58.79 51.36 7.43 14.2% 1.41 2.7% 14% False True 12,565
20 60.59 51.36 9.23 17.6% 1.58 3.0% 11% False True 11,526
40 60.67 50.93 9.74 18.6% 1.81 3.4% 15% False False 10,178
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.81
2.618 58.56
1.618 56.57
1.000 55.34
0.618 54.58
HIGH 53.35
0.618 52.59
0.500 52.36
0.382 52.12
LOW 51.36
0.618 50.13
1.000 49.37
1.618 48.14
2.618 46.15
4.250 42.90
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 52.39 53.93
PP 52.37 53.42
S1 52.36 52.92

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

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