NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 50.52 49.20 -1.32 -2.6% 55.51
High 50.75 52.41 1.66 3.3% 55.97
Low 49.08 48.71 -0.37 -0.8% 51.45
Close 49.65 51.69 2.04 4.1% 51.52
Range 1.67 3.70 2.03 121.6% 4.52
ATR 1.91 2.04 0.13 6.7% 0.00
Volume 20,388 19,771 -617 -3.0% 134,535
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.04 60.56 53.73
R3 58.34 56.86 52.71
R2 54.64 54.64 52.37
R1 53.16 53.16 52.03 53.90
PP 50.94 50.94 50.94 51.31
S1 49.46 49.46 51.35 50.20
S2 47.24 47.24 51.01
S3 43.54 45.76 50.67
S4 39.84 42.06 49.66
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 54.90 48.71 6.19 12.0% 2.33 4.5% 48% False True 24,138
10 57.15 48.71 8.44 16.3% 1.85 3.6% 35% False True 27,040
20 57.25 48.71 8.54 16.5% 1.80 3.5% 35% False True 26,857
40 59.24 48.71 10.53 20.4% 2.09 4.1% 28% False True 22,674
60 60.55 48.71 11.84 22.9% 2.13 4.1% 25% False True 17,013
80 76.90 48.71 28.19 54.5% 2.16 4.2% 11% False True 13,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 68.14
2.618 62.10
1.618 58.40
1.000 56.11
0.618 54.70
HIGH 52.41
0.618 51.00
0.500 50.56
0.382 50.12
LOW 48.71
0.618 46.42
1.000 45.01
1.618 42.72
2.618 39.02
4.250 32.99
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 51.31 51.31
PP 50.94 50.94
S1 50.56 50.56

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

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