NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 51.18 51.67 0.49 1.0% 52.05
High 52.59 52.72 0.13 0.2% 53.37
Low 50.43 51.12 0.69 1.4% 49.69
Close 52.28 52.72 0.44 0.8% 52.28
Range 2.16 1.60 -0.56 -25.9% 3.68
ATR 2.00 1.97 -0.03 -1.4% 0.00
Volume 22,232 24,855 2,623 11.8% 134,712
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.99 56.45 53.60
R3 55.39 54.85 53.16
R2 53.79 53.79 53.01
R1 53.25 53.25 52.87 53.52
PP 52.19 52.19 52.19 52.32
S1 51.65 51.65 52.57 51.92
S2 50.59 50.59 52.43
S3 48.99 50.05 52.28
S4 47.39 48.45 51.84
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% 2.21 4.2% 82% False False 26,323
10 56.20 49.69 6.51 12.3% 2.00 3.8% 47% False False 27,227
20 58.18 49.69 8.49 16.1% 1.75 3.3% 36% False False 29,421
40 59.95 49.69 10.26 19.5% 2.02 3.8% 30% False False 28,756
60 59.95 49.69 10.26 19.5% 2.02 3.8% 30% False False 24,064
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 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.52
2.618 56.91
1.618 55.31
1.000 54.32
0.618 53.71
HIGH 52.72
0.618 52.11
0.500 51.92
0.382 51.73
LOW 51.12
0.618 50.13
1.000 49.52
1.618 48.53
2.618 46.93
4.250 44.32
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 52.45 52.34
PP 52.19 51.96
S1 51.92 51.58

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

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