NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 51.96 52.28 0.32 0.6% 53.08
High 53.22 53.48 0.26 0.5% 53.89
Low 51.35 51.89 0.54 1.1% 50.54
Close 53.05 53.48 0.43 0.8% 53.05
Range 1.87 1.59 -0.28 -15.0% 3.35
ATR 1.87 1.85 -0.02 -1.1% 0.00
Volume 8,520 10,464 1,944 22.8% 56,782
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.72 57.19 54.35
R3 56.13 55.60 53.92
R2 54.54 54.54 53.77
R1 54.01 54.01 53.63 54.28
PP 52.95 52.95 52.95 53.08
S1 52.42 52.42 53.33 52.69
S2 51.36 51.36 53.19
S3 49.77 50.83 53.04
S4 48.18 49.24 52.61
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.54 61.15 54.89
R3 59.19 57.80 53.97
R2 55.84 55.84 53.66
R1 54.45 54.45 53.36 53.47
PP 52.49 52.49 52.49 52.01
S1 51.10 51.10 52.74 50.12
S2 49.14 49.14 52.44
S3 45.79 47.75 52.13
S4 42.44 44.40 51.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.89 50.54 3.35 6.3% 1.95 3.6% 88% False False 11,600
10 56.77 50.54 6.23 11.6% 1.85 3.5% 47% False False 11,696
20 58.86 50.54 8.32 15.6% 1.60 3.0% 35% False False 11,823
40 60.67 50.54 10.13 18.9% 1.87 3.5% 29% False False 10,683
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.24
2.618 57.64
1.618 56.05
1.000 55.07
0.618 54.46
HIGH 53.48
0.618 52.87
0.500 52.69
0.382 52.50
LOW 51.89
0.618 50.91
1.000 50.30
1.618 49.32
2.618 47.73
4.250 45.13
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 53.22 53.13
PP 52.95 52.77
S1 52.69 52.42

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

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