NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 53.09 52.37 -0.72 -1.4% 54.34
High 53.74 52.60 -1.14 -2.1% 54.97
Low 51.94 50.21 -1.73 -3.3% 50.21
Close 52.27 50.29 -1.98 -3.8% 50.29
Range 1.80 2.39 0.59 32.8% 4.76
ATR 2.01 2.04 0.03 1.4% 0.00
Volume 52,911 48,375 -4,536 -8.6% 242,298
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.20 56.64 51.60
R3 55.81 54.25 50.95
R2 53.42 53.42 50.73
R1 51.86 51.86 50.51 51.45
PP 51.03 51.03 51.03 50.83
S1 49.47 49.47 50.07 49.06
S2 48.64 48.64 49.85
S3 46.25 47.08 49.63
S4 43.86 44.69 48.98
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 66.10 62.96 52.91
R3 61.34 58.20 51.60
R2 56.58 56.58 51.16
R1 53.44 53.44 50.73 52.63
PP 51.82 51.82 51.82 51.42
S1 48.68 48.68 49.85 47.87
S2 47.06 47.06 49.42
S3 42.30 43.92 48.98
S4 37.54 39.16 47.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.97 50.21 4.76 9.5% 1.66 3.3% 2% False True 48,459
10 56.20 50.21 5.99 11.9% 1.58 3.1% 1% False True 51,370
20 58.37 50.21 8.16 16.2% 1.90 3.8% 1% False True 47,986
40 58.37 47.87 10.50 20.9% 2.28 4.5% 23% False False 38,455
60 60.41 47.87 12.54 24.9% 2.33 4.6% 19% False False 29,165
80 77.60 47.87 29.73 59.1% 2.30 4.6% 8% False False 23,432
100 81.61 47.87 33.74 67.1% 2.15 4.3% 7% False False 19,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 62.76
2.618 58.86
1.618 56.47
1.000 54.99
0.618 54.08
HIGH 52.60
0.618 51.69
0.500 51.41
0.382 51.12
LOW 50.21
0.618 48.73
1.000 47.82
1.618 46.34
2.618 43.95
4.250 40.05
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 51.41 51.98
PP 51.03 51.41
S1 50.66 50.85

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

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