NYMEX Light Sweet Crude Oil Future December 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 54.24 54.62 0.38 0.7% 54.60
High 54.96 55.71 0.75 1.4% 55.50
Low 53.30 54.18 0.88 1.7% 51.95
Close 54.88 54.54 -0.34 -0.6% 54.44
Range 1.66 1.53 -0.13 -7.8% 3.55
ATR 1.76 1.74 -0.02 -0.9% 0.00
Volume 28,719 20,538 -8,181 -28.5% 233,623
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.40 58.50 55.38
R3 57.87 56.97 54.96
R2 56.34 56.34 54.82
R1 55.44 55.44 54.68 55.13
PP 54.81 54.81 54.81 54.65
S1 53.91 53.91 54.40 53.60
S2 53.28 53.28 54.26
S3 51.75 52.38 54.12
S4 50.22 50.85 53.70
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.61 63.08 56.39
R3 61.06 59.53 55.42
R2 57.51 57.51 55.09
R1 55.98 55.98 54.77 54.97
PP 53.96 53.96 53.96 53.46
S1 52.43 52.43 54.11 51.42
S2 50.41 50.41 53.79
S3 46.86 48.88 53.46
S4 43.31 45.33 52.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.71 51.95 3.76 6.9% 2.16 4.0% 69% True False 40,718
10 57.80 51.95 5.85 10.7% 1.99 3.7% 44% False False 41,684
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 0.43
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 62.21
2.618 59.72
1.618 58.19
1.000 57.24
0.618 56.66
HIGH 55.71
0.618 55.13
0.500 54.95
0.382 54.76
LOW 54.18
0.618 53.23
1.000 52.65
1.618 51.70
2.618 50.17
4.250 47.68
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 54.95 54.41
PP 54.81 54.28
S1 54.68 54.15

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

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