NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 53.08 52.33 -0.75 -1.4% 56.88
High 53.35 52.41 -0.94 -1.8% 57.53
Low 51.36 50.95 -0.41 -0.8% 53.26
Close 52.41 51.33 -1.08 -2.1% 53.30
Range 1.99 1.46 -0.53 -26.6% 4.27
ATR 1.77 1.74 -0.02 -1.2% 0.00
Volume 9,245 8,636 -609 -6.6% 62,485
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.94 55.10 52.13
R3 54.48 53.64 51.73
R2 53.02 53.02 51.60
R1 52.18 52.18 51.46 51.87
PP 51.56 51.56 51.56 51.41
S1 50.72 50.72 51.20 50.41
S2 50.10 50.10 51.06
S3 48.64 49.26 50.93
S4 47.18 47.80 50.53
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 56.50 50.95 5.55 10.8% 1.71 3.3% 7% False True 10,978
10 58.70 50.95 7.75 15.1% 1.47 2.9% 5% False True 12,418
20 60.22 50.95 9.27 18.1% 1.55 3.0% 4% False True 11,566
40 60.67 50.93 9.74 19.0% 1.80 3.5% 4% False False 10,254
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.62
2.618 56.23
1.618 54.77
1.000 53.87
0.618 53.31
HIGH 52.41
0.618 51.85
0.500 51.68
0.382 51.51
LOW 50.95
0.618 50.05
1.000 49.49
1.618 48.59
2.618 47.13
4.250 44.75
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 51.68 53.18
PP 51.56 52.56
S1 51.45 51.95

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

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