NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 52.32 53.36 1.04 2.0% 52.05
High 54.02 56.61 2.59 4.8% 53.37
Low 52.02 53.24 1.22 2.3% 49.69
Close 53.76 55.93 2.17 4.0% 52.28
Range 2.00 3.37 1.37 68.5% 3.68
ATR 1.95 2.05 0.10 5.2% 0.00
Volume 31,155 36,713 5,558 17.8% 134,712
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.37 64.02 57.78
R3 62.00 60.65 56.86
R2 58.63 58.63 56.55
R1 57.28 57.28 56.24 57.96
PP 55.26 55.26 55.26 55.60
S1 53.91 53.91 55.62 54.59
S2 51.89 51.89 55.31
S3 48.52 50.54 55.00
S4 45.15 47.17 54.08
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 56.61 50.43 6.18 11.0% 2.14 3.8% 89% True False 26,661
10 56.61 49.69 6.92 12.4% 2.22 4.0% 90% True False 27,263
20 58.18 49.69 8.49 15.2% 1.80 3.2% 73% False False 29,308
40 59.95 49.69 10.26 18.3% 2.09 3.7% 61% False False 29,631
60 59.95 49.69 10.26 18.3% 2.04 3.7% 61% False False 25,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 70.93
2.618 65.43
1.618 62.06
1.000 59.98
0.618 58.69
HIGH 56.61
0.618 55.32
0.500 54.93
0.382 54.53
LOW 53.24
0.618 51.16
1.000 49.87
1.618 47.79
2.618 44.42
4.250 38.92
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 55.60 55.39
PP 55.26 54.85
S1 54.93 54.31

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

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