NYMEX Light Sweet Crude Oil Future August 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 51.67 50.37 -1.30 -2.5% 51.45
High 51.67 51.72 0.05 0.1% 52.41
Low 49.73 49.46 -0.27 -0.5% 48.71
Close 50.23 51.30 1.07 2.1% 51.30
Range 1.94 2.26 0.32 16.5% 3.70
ATR 2.04 2.05 0.02 0.8% 0.00
Volume 28,609 17,774 -10,835 -37.9% 109,863
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 57.61 56.71 52.54
R3 55.35 54.45 51.92
R2 53.09 53.09 51.71
R1 52.19 52.19 51.51 52.64
PP 50.83 50.83 50.83 51.05
S1 49.93 49.93 51.09 50.38
S2 48.57 48.57 50.89
S3 46.31 47.67 50.68
S4 44.05 45.41 50.06
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.91 60.30 53.34
R3 58.21 56.60 52.32
R2 54.51 54.51 51.98
R1 52.90 52.90 51.64 51.86
PP 50.81 50.81 50.81 50.28
S1 49.20 49.20 50.96 48.16
S2 47.11 47.11 50.62
S3 43.41 45.50 50.28
S4 39.71 41.80 49.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.41 48.71 3.70 7.2% 2.33 4.5% 70% False False 21,972
10 55.97 48.71 7.26 14.2% 1.99 3.9% 36% False False 24,439
20 57.19 48.71 8.48 16.5% 1.83 3.6% 31% False False 27,270
40 59.24 48.71 10.53 20.5% 2.10 4.1% 25% False False 23,045
60 59.78 48.71 11.07 21.6% 2.10 4.1% 23% False False 17,634
80 76.65 48.71 27.94 54.5% 2.19 4.3% 9% False False 14,278
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.33
2.618 57.64
1.618 55.38
1.000 53.98
0.618 53.12
HIGH 51.72
0.618 50.86
0.500 50.59
0.382 50.32
LOW 49.46
0.618 48.06
1.000 47.20
1.618 45.80
2.618 43.54
4.250 39.86
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 51.06 51.05
PP 50.83 50.81
S1 50.59 50.56

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

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