NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 57.16 56.25 -0.91 -1.6% 59.24
High 57.16 56.39 -0.77 -1.3% 59.46
Low 55.83 55.27 -0.56 -1.0% 57.43
Close 55.84 56.26 0.42 0.8% 57.74
Range 1.33 1.12 -0.21 -15.8% 2.03
ATR 1.71 1.67 -0.04 -2.5% 0.00
Volume 8,156 9,188 1,032 12.7% 32,901
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.33 58.92 56.88
R3 58.21 57.80 56.57
R2 57.09 57.09 56.47
R1 56.68 56.68 56.36 56.89
PP 55.97 55.97 55.97 56.08
S1 55.56 55.56 56.16 55.77
S2 54.85 54.85 56.05
S3 53.73 54.44 55.95
S4 52.61 53.32 55.64
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.30 63.05 58.86
R3 62.27 61.02 58.30
R2 60.24 60.24 58.11
R1 58.99 58.99 57.93 58.60
PP 58.21 58.21 58.21 58.02
S1 56.96 56.96 57.55 56.57
S2 56.18 56.18 57.37
S3 54.15 54.93 57.18
S4 52.12 52.90 56.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.23 55.27 3.96 7.0% 1.14 2.0% 25% False True 8,110
10 59.51 55.27 4.24 7.5% 1.12 2.0% 23% False True 7,166
20 61.16 55.27 5.89 10.5% 1.37 2.4% 17% False True 6,843
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.15
2.618 59.32
1.618 58.20
1.000 57.51
0.618 57.08
HIGH 56.39
0.618 55.96
0.500 55.83
0.382 55.70
LOW 55.27
0.618 54.58
1.000 54.15
1.618 53.46
2.618 52.34
4.250 50.51
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 56.12 56.69
PP 55.97 56.55
S1 55.83 56.40

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

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