NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 55.35 57.35 2.00 3.6% 54.24
High 58.54 57.51 -1.03 -1.8% 58.54
Low 55.30 54.94 -0.36 -0.7% 53.30
Close 57.70 55.61 -2.09 -3.6% 55.61
Range 3.24 2.57 -0.67 -20.7% 5.24
ATR 1.86 1.93 0.06 3.4% 0.00
Volume 34,832 74,820 39,988 114.8% 184,774
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.73 62.24 57.02
R3 61.16 59.67 56.32
R2 58.59 58.59 56.08
R1 57.10 57.10 55.85 56.56
PP 56.02 56.02 56.02 55.75
S1 54.53 54.53 55.37 53.99
S2 53.45 53.45 55.14
S3 50.88 51.96 54.90
S4 48.31 49.39 54.20
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 71.54 68.81 58.49
R3 66.30 63.57 57.05
R2 61.06 61.06 56.57
R1 58.33 58.33 56.09 59.70
PP 55.82 55.82 55.82 56.50
S1 53.09 53.09 55.13 54.46
S2 50.58 50.58 54.65
S3 45.34 47.85 54.17
S4 40.10 42.61 52.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.54 53.30 5.24 9.4% 2.18 3.9% 44% False False 36,954
10 58.54 51.95 6.59 11.9% 2.23 4.0% 56% False False 41,839
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.43
2.618 64.24
1.618 61.67
1.000 60.08
0.618 59.10
HIGH 57.51
0.618 56.53
0.500 56.23
0.382 55.92
LOW 54.94
0.618 53.35
1.000 52.37
1.618 50.78
2.618 48.21
4.250 44.02
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 56.23 56.32
PP 56.02 56.08
S1 55.82 55.85

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

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