NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 53.59 51.45 -2.14 -4.0% 55.51
High 53.81 51.61 -2.20 -4.1% 55.97
Low 51.45 49.51 -1.94 -3.8% 51.45
Close 51.52 50.67 -0.85 -1.6% 51.52
Range 2.36 2.10 -0.26 -11.0% 4.52
ATR 1.92 1.93 0.01 0.7% 0.00
Volume 27,847 23,321 -4,526 -16.3% 134,535
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.90 55.88 51.83
R3 54.80 53.78 51.25
R2 52.70 52.70 51.06
R1 51.68 51.68 50.86 51.14
PP 50.60 50.60 50.60 50.33
S1 49.58 49.58 50.48 49.04
S2 48.50 48.50 50.29
S3 46.40 47.48 50.09
S4 44.30 45.38 49.52
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 66.54 63.55 54.01
R3 62.02 59.03 52.76
R2 57.50 57.50 52.35
R1 54.51 54.51 51.93 53.75
PP 52.98 52.98 52.98 52.60
S1 49.99 49.99 51.11 49.23
S2 48.46 48.46 50.69
S3 43.94 45.47 50.28
S4 39.42 40.95 49.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.25 49.51 5.74 11.3% 1.86 3.7% 20% False True 26,412
10 57.15 49.51 7.64 15.1% 1.56 3.1% 15% False True 29,103
20 59.24 49.51 9.73 19.2% 1.80 3.5% 12% False True 27,246
40 59.24 49.00 10.24 20.2% 2.08 4.1% 16% False False 22,069
60 60.55 49.00 11.55 22.8% 2.18 4.3% 14% False False 16,529
80 76.90 49.00 27.90 55.1% 2.12 4.2% 6% False False 13,359
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.54
2.618 57.11
1.618 55.01
1.000 53.71
0.618 52.91
HIGH 51.61
0.618 50.81
0.500 50.56
0.382 50.31
LOW 49.51
0.618 48.21
1.000 47.41
1.618 46.11
2.618 44.01
4.250 40.59
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 50.63 52.21
PP 50.60 51.69
S1 50.56 51.18

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

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