NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 51.98 52.56 0.58 1.1% 51.07
High 53.08 52.63 -0.45 -0.8% 55.95
Low 51.74 51.50 -0.24 -0.5% 50.12
Close 52.84 51.83 -1.01 -1.9% 52.87
Range 1.34 1.13 -0.21 -15.7% 5.83
ATR 2.09 2.04 -0.05 -2.6% 0.00
Volume 22,560 19,021 -3,539 -15.7% 125,621
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.38 54.73 52.45
R3 54.25 53.60 52.14
R2 53.12 53.12 52.04
R1 52.47 52.47 51.93 52.23
PP 51.99 51.99 51.99 51.87
S1 51.34 51.34 51.73 51.10
S2 50.86 50.86 51.62
S3 49.73 50.21 51.52
S4 48.60 49.08 51.21
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 51.25 4.70 9.1% 2.11 4.1% 12% False False 26,096
10 55.95 48.71 7.24 14.0% 2.17 4.2% 43% False False 23,335
20 57.15 48.71 8.44 16.3% 1.89 3.6% 37% False False 25,625
40 59.24 48.71 10.53 20.3% 2.10 4.1% 30% False False 25,016
60 59.24 48.71 10.53 20.3% 2.11 4.1% 30% False False 19,995
80 69.11 48.71 20.40 39.4% 2.15 4.1% 15% False False 16,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 57.43
2.618 55.59
1.618 54.46
1.000 53.76
0.618 53.33
HIGH 52.63
0.618 52.20
0.500 52.07
0.382 51.93
LOW 51.50
0.618 50.80
1.000 50.37
1.618 49.67
2.618 48.54
4.250 46.70
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 52.07 53.28
PP 51.99 52.79
S1 51.91 52.31

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

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