NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 52.40 54.70 2.30 4.4% 58.36
High 55.50 54.74 -0.76 -1.4% 58.77
Low 51.95 52.81 0.86 1.7% 54.60
Close 54.85 53.35 -1.50 -2.7% 54.77
Range 3.55 1.93 -1.62 -45.6% 4.17
ATR
Volume 36,521 72,437 35,916 98.3% 209,546
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.42 58.32 54.41
R3 57.49 56.39 53.88
R2 55.56 55.56 53.70
R1 54.46 54.46 53.53 54.05
PP 53.63 53.63 53.63 53.43
S1 52.53 52.53 53.17 52.12
S2 51.70 51.70 53.00
S3 49.77 50.60 52.82
S4 47.84 48.67 52.29
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 68.56 65.83 57.06
R3 64.39 61.66 55.92
R2 60.22 60.22 55.53
R1 57.49 57.49 55.15 56.77
PP 56.05 56.05 56.05 55.69
S1 53.32 53.32 54.39 52.60
S2 51.88 51.88 54.01
S3 47.71 49.15 53.62
S4 43.54 44.98 52.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.91 51.95 4.96 9.3% 2.31 4.3% 28% False False 45,950
10 59.55 51.95 7.60 14.2% 1.93 3.6% 18% False False 44,879
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.94
2.618 59.79
1.618 57.86
1.000 56.67
0.618 55.93
HIGH 54.74
0.618 54.00
0.500 53.78
0.382 53.55
LOW 52.81
0.618 51.62
1.000 50.88
1.618 49.69
2.618 47.76
4.250 44.61
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 53.78 53.73
PP 53.63 53.60
S1 53.49 53.48

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

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