NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 27-Mar-2015

Day Change Summary
	Previous	Current
	26-Mar-2015	27-Mar-2015	Change	Change %	Previous Week
Open	52.65	55.05	2.40	4.6%	51.07
High	55.95	55.05	-0.90	-1.6%	55.95
Low	52.64	52.30	-0.34	-0.6%	50.12
Close	55.23	52.87	-2.36	-4.3%	52.87
Range	3.31	2.75	-0.56	-16.9%	5.83
ATR	2.09	2.15	0.06	2.9%	0.00
Volume	26,195	40,614	14,419	55.0%	125,621

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.66	60.01	54.38
R3	58.91	57.26	53.63
R2	56.16	56.16	53.37
R1	54.51	54.51	53.12	53.96
PP	53.41	53.41	53.41	53.13
S1	51.76	51.76	52.62	51.21
S2	50.66	50.66	52.37
S3	47.91	49.01	52.11
S4	45.16	46.26	51.36

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.47	67.50	56.08
R3	64.64	61.67	54.47
R2	58.81	58.81	53.94
R1	55.84	55.84	53.40	57.33
PP	52.98	52.98	52.98	53.72
S1	50.01	50.01	52.34	51.50
S2	47.15	47.15	51.80
S3	41.32	44.18	51.27
S4	35.49	38.35	49.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.95	50.12	5.83	11.0%	2.27	4.3%	47%	False	False	25,124
10	55.95	48.71	7.24	13.7%	2.30	4.4%	57%	False	False	23,548
20	57.19	48.71	8.48	16.0%	1.91	3.6%	49%	False	False	26,291
40	59.24	48.71	10.53	19.9%	2.23	4.2%	40%	False	False	24,566
60	59.24	48.71	10.53	19.9%	2.14	4.1%	40%	False	False	19,417
80	69.35	48.71	20.64	39.0%	2.15	4.1%	20%	False	False	15,646

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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.74
2.618	62.25
1.618	59.50
1.000	57.80
0.618	56.75
HIGH	55.05
0.618	54.00
0.500	53.68
0.382	53.35
LOW	52.30
0.618	50.60
1.000	49.55
1.618	47.85
2.618	45.10
4.250	40.61

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	53.68	53.60
PP	53.41	53.36
S1	53.14	53.11

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols