NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 53.36 55.66 2.30 4.3% 51.67
High 56.61 55.74 -0.87 -1.5% 56.61
Low 53.24 53.06 -0.18 -0.3% 51.12
Close 55.93 53.65 -2.28 -4.1% 53.65
Range 3.37 2.68 -0.69 -20.5% 5.49
ATR 2.05 2.11 0.06 2.9% 0.00
Volume 36,713 53,480 16,767 45.7% 164,557
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.19 60.60 55.12
R3 59.51 57.92 54.39
R2 56.83 56.83 54.14
R1 55.24 55.24 53.90 54.70
PP 54.15 54.15 54.15 53.88
S1 52.56 52.56 53.40 52.02
S2 51.47 51.47 53.16
S3 48.79 49.88 52.91
S4 46.11 47.20 52.18
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.26 67.45 56.67
R3 64.77 61.96 55.16
R2 59.28 59.28 54.66
R1 56.47 56.47 54.15 57.88
PP 53.79 53.79 53.79 54.50
S1 50.98 50.98 53.15 52.39
S2 48.30 48.30 52.64
S3 42.81 45.49 52.14
S4 37.32 40.00 50.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.61 51.12 5.49 10.2% 2.24 4.2% 46% False False 32,911
10 56.61 49.69 6.92 12.9% 2.26 4.2% 57% False False 29,926
20 58.18 49.69 8.49 15.8% 1.85 3.5% 47% False False 30,334
40 59.95 49.69 10.26 19.1% 2.13 4.0% 39% False False 30,440
60 59.95 49.69 10.26 19.1% 2.06 3.8% 39% False False 25,962
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 False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.13
2.618 62.76
1.618 60.08
1.000 58.42
0.618 57.40
HIGH 55.74
0.618 54.72
0.500 54.40
0.382 54.08
LOW 53.06
0.618 51.40
1.000 50.38
1.618 48.72
2.618 46.04
4.250 41.67
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 54.40 54.32
PP 54.15 54.09
S1 53.90 53.87

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

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