NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 57.56 56.41 -1.15 -2.0% 57.72
High 57.70 56.86 -0.84 -1.5% 58.18
Low 56.04 55.86 -0.18 -0.3% 56.04
Close 56.39 56.01 -0.38 -0.7% 56.39
Range 1.66 1.00 -0.66 -39.8% 2.14
ATR 1.96 1.90 -0.07 -3.5% 0.00
Volume 36,126 24,722 -11,404 -31.6% 169,990
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.24 58.63 56.56
R3 58.24 57.63 56.29
R2 57.24 57.24 56.19
R1 56.63 56.63 56.10 56.44
PP 56.24 56.24 56.24 56.15
S1 55.63 55.63 55.92 55.44
S2 55.24 55.24 55.83
S3 54.24 54.63 55.74
S4 53.24 53.63 55.46
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.29 61.98 57.57
R3 61.15 59.84 56.98
R2 59.01 59.01 56.78
R1 57.70 57.70 56.59 57.29
PP 56.87 56.87 56.87 56.66
S1 55.56 55.56 56.19 55.15
S2 54.73 54.73 56.00
S3 52.59 53.42 55.80
S4 50.45 51.28 55.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.01 55.86 2.15 3.8% 1.19 2.1% 7% False True 34,249
10 58.18 55.71 2.47 4.4% 1.50 2.7% 12% False False 31,614
20 59.95 55.28 4.67 8.3% 1.77 3.2% 16% False False 31,617
40 59.95 49.90 10.05 17.9% 2.08 3.7% 61% False False 27,230
60 64.74 49.90 14.84 26.5% 2.14 3.8% 41% False False 21,325
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.11
2.618 59.48
1.618 58.48
1.000 57.86
0.618 57.48
HIGH 56.86
0.618 56.48
0.500 56.36
0.382 56.24
LOW 55.86
0.618 55.24
1.000 54.86
1.618 54.24
2.618 53.24
4.250 51.61
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 56.36 56.92
PP 56.24 56.61
S1 56.13 56.31

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

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