NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 55.51 55.08 -0.43 -0.8% 56.56
High 55.97 55.25 -0.72 -1.3% 57.19
Low 54.97 53.50 -1.47 -2.7% 54.98
Close 55.13 53.62 -1.51 -2.7% 55.42
Range 1.00 1.75 0.75 75.0% 2.21
ATR 1.95 1.94 -0.01 -0.7% 0.00
Volume 25,792 29,154 3,362 13.0% 155,809
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.37 58.25 54.58
R3 57.62 56.50 54.10
R2 55.87 55.87 53.94
R1 54.75 54.75 53.78 54.44
PP 54.12 54.12 54.12 53.97
S1 53.00 53.00 53.46 52.69
S2 52.37 52.37 53.30
S3 50.62 51.25 53.14
S4 48.87 49.50 52.66
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.49 61.17 56.64
R3 60.28 58.96 56.03
R2 58.07 58.07 55.83
R1 56.75 56.75 55.62 56.31
PP 55.86 55.86 55.86 55.64
S1 54.54 54.54 55.22 54.10
S2 53.65 53.65 55.01
S3 51.44 52.33 54.81
S4 49.23 50.12 54.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.15 53.50 3.65 6.8% 1.37 2.6% 3% False True 31,172
10 57.19 53.50 3.69 6.9% 1.61 3.0% 3% False True 29,566
20 59.24 53.50 5.74 10.7% 1.86 3.5% 2% False True 26,579
40 59.24 49.00 10.24 19.1% 2.15 4.0% 45% False False 20,246
60 63.27 49.00 14.27 26.6% 2.20 4.1% 32% False False 15,127
80 77.94 49.00 28.94 54.0% 2.11 3.9% 16% False False 12,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.69
2.618 59.83
1.618 58.08
1.000 57.00
0.618 56.33
HIGH 55.25
0.618 54.58
0.500 54.38
0.382 54.17
LOW 53.50
0.618 52.42
1.000 51.75
1.618 50.67
2.618 48.92
4.250 46.06
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 54.38 55.12
PP 54.12 54.62
S1 53.87 54.12

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

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