NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 52.28 53.21 0.93 1.8% 53.08
High 53.48 53.94 0.46 0.9% 53.89
Low 51.89 52.77 0.88 1.7% 50.54
Close 53.48 53.16 -0.32 -0.6% 53.05
Range 1.59 1.17 -0.42 -26.4% 3.35
ATR 1.85 1.80 -0.05 -2.6% 0.00
Volume 10,464 8,845 -1,619 -15.5% 56,782
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.80 56.15 53.80
R3 55.63 54.98 53.48
R2 54.46 54.46 53.37
R1 53.81 53.81 53.27 53.55
PP 53.29 53.29 53.29 53.16
S1 52.64 52.64 53.05 52.38
S2 52.12 52.12 52.95
S3 50.95 51.47 52.84
S4 49.78 50.30 52.52
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 53.94 50.54 3.40 6.4% 1.89 3.6% 77% True False 11,642
10 56.50 50.54 5.96 11.2% 1.80 3.4% 44% False False 11,310
20 58.86 50.54 8.32 15.7% 1.60 3.0% 31% False False 11,555
40 60.67 50.54 10.13 19.1% 1.86 3.5% 26% False False 10,675
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 58.91
2.618 57.00
1.618 55.83
1.000 55.11
0.618 54.66
HIGH 53.94
0.618 53.49
0.500 53.36
0.382 53.22
LOW 52.77
0.618 52.05
1.000 51.60
1.618 50.88
2.618 49.71
4.250 47.80
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 53.36 52.99
PP 53.29 52.82
S1 53.23 52.65

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

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