NYMEX Light Sweet Crude Oil Future September 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	52.61	51.18	-1.43	-2.7%	52.05
High	52.61	52.59	-0.02	0.0%	53.37
Low	50.67	50.43	-0.24	-0.5%	49.69
Close	51.18	52.28	1.10	2.1%	52.28
Range	1.94	2.16	0.22	11.3%	3.68
ATR	1.99	2.00	0.01	0.6%	0.00
Volume	40,528	22,232	-18,296	-45.1%	134,712

Daily Pivots for day following 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.25	57.42	53.47
R3	56.09	55.26	52.87
R2	53.93	53.93	52.68
R1	53.10	53.10	52.48	53.52
PP	51.77	51.77	51.77	51.97
S1	50.94	50.94	52.08	51.36
S2	49.61	49.61	51.88
S3	47.45	48.78	51.69
S4	45.29	46.62	51.09

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.82	61.23	54.30
R3	59.14	57.55	53.29
R2	55.46	55.46	52.95
R1	53.87	53.87	52.62	54.67
PP	51.78	51.78	51.78	52.18
S1	50.19	50.19	51.94	50.99
S2	48.10	48.10	51.61
S3	44.42	46.51	51.27
S4	40.74	42.83	50.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.37	49.69	3.68	7.0%	2.28	4.4%	70%	False	False	26,942
10	56.86	49.69	7.17	13.7%	1.94	3.7%	36%	False	False	27,214
20	58.18	49.69	8.49	16.2%	1.76	3.4%	31%	False	False	29,312
40	59.95	49.69	10.26	19.6%	2.02	3.9%	25%	False	False	29,055
60	60.24	49.69	10.55	20.2%	2.02	3.9%	25%	False	False	23,865

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.77
2.618	58.24
1.618	56.08
1.000	54.75
0.618	53.92
HIGH	52.59
0.618	51.76
0.500	51.51
0.382	51.26
LOW	50.43
0.618	49.10
1.000	48.27
1.618	46.94
2.618	44.78
4.250	41.25

Fisher Pivots for day following 20-Mar-2015
Pivot	1 day	3 day
R1	52.02	52.03
PP	51.77	51.78
S1	51.51	51.53

Download as Excel Spreadsheet

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

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