NYMEX Light Sweet Crude Oil Future November 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 52.93 53.91 0.98 1.9% 53.94
High 54.19 54.11 -0.08 -0.1% 54.77
Low 52.93 53.67 0.74 1.4% 51.33
Close 54.19 53.86 -0.33 -0.6% 53.76
Range 1.26 0.44 -0.82 -65.1% 3.44
ATR 1.78 1.69 -0.09 -5.1% 0.00
Volume 5,119 5,338 219 4.3% 39,159
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.20 54.97 54.10
R3 54.76 54.53 53.98
R2 54.32 54.32 53.94
R1 54.09 54.09 53.90 53.99
PP 53.88 53.88 53.88 53.83
S1 53.65 53.65 53.82 53.55
S2 53.44 53.44 53.78
S3 53.00 53.21 53.74
S4 52.56 52.77 53.62
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.61 62.12 55.65
R3 60.17 58.68 54.71
R2 56.73 56.73 54.39
R1 55.24 55.24 54.08 54.27
PP 53.29 53.29 53.29 52.80
S1 51.80 51.80 53.44 50.83
S2 49.85 49.85 53.13
S3 46.41 48.36 52.81
S4 42.97 44.92 51.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.77 51.33 3.44 6.4% 1.75 3.3% 74% False False 7,538
10 56.86 51.33 5.53 10.3% 1.64 3.0% 46% False False 7,971
20 59.59 51.33 8.26 15.3% 1.45 2.7% 31% False False 7,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 55.98
2.618 55.26
1.618 54.82
1.000 54.55
0.618 54.38
HIGH 54.11
0.618 53.94
0.500 53.89
0.382 53.84
LOW 53.67
0.618 53.40
1.000 53.23
1.618 52.96
2.618 52.52
4.250 51.80
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 53.89 53.62
PP 53.88 53.38
S1 53.87 53.15

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

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