NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 50.98 52.98 2.00 3.9% 56.88
High 53.89 52.98 -0.91 -1.7% 57.53
Low 50.54 51.51 0.97 1.9% 53.26
Close 53.45 51.94 -1.51 -2.8% 53.30
Range 3.35 1.47 -1.88 -56.1% 4.27
ATR 1.86 1.86 0.01 0.3% 0.00
Volume 9,259 21,122 11,863 128.1% 62,485
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.55 55.72 52.75
R3 55.08 54.25 52.34
R2 53.61 53.61 52.21
R1 52.78 52.78 52.07 52.46
PP 52.14 52.14 52.14 51.99
S1 51.31 51.31 51.81 50.99
S2 50.67 50.67 51.67
S3 49.20 49.84 51.54
S4 47.73 48.37 51.13
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 55.40 50.54 4.86 9.4% 2.08 4.0% 29% False False 12,298
10 58.25 50.54 7.71 14.8% 1.75 3.4% 18% False False 12,543
20 58.86 50.54 8.32 16.0% 1.56 3.0% 17% False False 11,959
40 60.67 50.54 10.13 19.5% 1.85 3.6% 14% False False 10,719
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.23
2.618 56.83
1.618 55.36
1.000 54.45
0.618 53.89
HIGH 52.98
0.618 52.42
0.500 52.25
0.382 52.07
LOW 51.51
0.618 50.60
1.000 50.04
1.618 49.13
2.618 47.66
4.250 45.26
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 52.25 52.22
PP 52.14 52.12
S1 52.04 52.03

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

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