NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 56.66 54.42 -2.24 -4.0% 52.93
High 56.71 55.27 -1.44 -2.5% 57.84
Low 54.43 53.98 -0.45 -0.8% 52.93
Close 54.99 55.12 0.13 0.2% 54.99
Range 2.28 1.29 -0.99 -43.4% 4.91
ATR 1.86 1.82 -0.04 -2.2% 0.00
Volume 15,411 6,632 -8,779 -57.0% 42,477
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.66 58.18 55.83
R3 57.37 56.89 55.47
R2 56.08 56.08 55.36
R1 55.60 55.60 55.24 55.84
PP 54.79 54.79 54.79 54.91
S1 54.31 54.31 55.00 54.55
S2 53.50 53.50 54.88
S3 52.21 53.02 54.77
S4 50.92 51.73 54.41
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 69.98 67.40 57.69
R3 65.07 62.49 56.34
R2 60.16 60.16 55.89
R1 57.58 57.58 55.44 58.87
PP 55.25 55.25 55.25 55.90
S1 52.67 52.67 54.54 53.96
S2 50.34 50.34 54.09
S3 45.43 47.76 53.64
S4 40.52 42.85 52.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.84 53.53 4.31 7.8% 1.76 3.2% 37% False False 8,798
10 57.84 51.33 6.51 11.8% 1.83 3.3% 58% False False 8,222
20 59.45 51.33 8.12 14.7% 1.53 2.8% 47% False False 8,010
40 61.17 51.33 9.84 17.9% 1.74 3.2% 39% False False 7,459
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.75
2.618 58.65
1.618 57.36
1.000 56.56
0.618 56.07
HIGH 55.27
0.618 54.78
0.500 54.63
0.382 54.47
LOW 53.98
0.618 53.18
1.000 52.69
1.618 51.89
2.618 50.60
4.250 48.50
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 54.96 55.91
PP 54.79 55.65
S1 54.63 55.38

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

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