NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 54.68 54.92 0.24 0.4% 57.72
High 55.09 55.69 0.60 1.1% 58.18
Low 53.89 53.97 0.08 0.1% 56.04
Close 54.87 54.36 -0.51 -0.9% 56.39
Range 1.20 1.72 0.52 43.3% 2.14
ATR 1.84 1.83 -0.01 -0.5% 0.00
Volume 26,275 28,810 2,535 9.6% 169,990
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.83 58.82 55.31
R3 58.11 57.10 54.83
R2 56.39 56.39 54.68
R1 55.38 55.38 54.52 55.03
PP 54.67 54.67 54.67 54.50
S1 53.66 53.66 54.20 53.31
S2 52.95 52.95 54.04
S3 51.23 51.94 53.89
S4 49.51 50.22 53.41
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 57.70 53.89 3.81 7.0% 1.47 2.7% 12% False False 29,341
10 58.18 53.89 4.29 7.9% 1.37 2.5% 11% False False 31,353
20 59.95 53.89 6.06 11.1% 1.70 3.1% 8% False False 31,599
40 59.95 50.03 9.92 18.2% 2.05 3.8% 44% False False 28,313
60 60.98 49.90 11.08 20.4% 2.12 3.9% 40% False False 22,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.00
2.618 60.19
1.618 58.47
1.000 57.41
0.618 56.75
HIGH 55.69
0.618 55.03
0.500 54.83
0.382 54.63
LOW 53.97
0.618 52.91
1.000 52.25
1.618 51.19
2.618 49.47
4.250 46.66
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 54.83 55.05
PP 54.67 54.82
S1 54.52 54.59

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

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