NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 48.69 47.44 -1.25 -2.6% 48.84
High 48.77 49.18 0.41 0.8% 49.50
Low 46.76 46.67 -0.09 -0.2% 45.93
Close 47.40 48.43 1.03 2.2% 48.43
Range 2.01 2.51 0.50 24.9% 3.57
ATR 2.22 2.24 0.02 0.9% 0.00
Volume 135,948 77,759 -58,189 -42.8% 557,696
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.62 54.54 49.81
R3 53.11 52.03 49.12
R2 50.60 50.60 48.89
R1 49.52 49.52 48.66 50.06
PP 48.09 48.09 48.09 48.37
S1 47.01 47.01 48.20 47.55
S2 45.58 45.58 47.97
S3 43.07 44.50 47.74
S4 40.56 41.99 47.05
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.66 57.12 50.39
R3 55.09 53.55 49.41
R2 51.52 51.52 49.08
R1 49.98 49.98 48.76 48.97
PP 47.95 47.95 47.95 47.45
S1 46.41 46.41 48.10 45.40
S2 44.38 44.38 47.78
S3 40.81 42.84 47.45
S4 37.24 39.27 46.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.50 45.93 3.57 7.4% 2.39 4.9% 70% False False 111,539
10 53.81 45.93 7.88 16.3% 2.08 4.3% 32% False False 105,347
20 55.21 45.93 9.28 19.2% 2.00 4.1% 27% False False 107,589
40 57.27 45.93 11.34 23.4% 2.35 4.8% 22% False False 100,965
60 59.10 45.93 13.17 27.2% 2.39 4.9% 19% False False 84,940
80 77.28 45.93 31.35 64.7% 2.52 5.2% 8% False False 74,897
100 81.92 45.93 35.99 74.3% 2.37 4.9% 7% False False 66,668
120 90.62 45.93 44.69 92.3% 2.33 4.8% 6% False False 61,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.85
2.618 55.75
1.618 53.24
1.000 51.69
0.618 50.73
HIGH 49.18
0.618 48.22
0.500 47.93
0.382 47.63
LOW 46.67
0.618 45.12
1.000 44.16
1.618 42.61
2.618 40.10
4.250 36.00
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 48.26 48.19
PP 48.09 47.95
S1 47.93 47.72

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

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