NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 56.77 55.61 -1.16 -2.0% 58.53
High 56.77 55.73 -1.04 -1.8% 58.79
Low 55.09 54.58 -0.51 -0.9% 56.77
Close 55.18 55.58 0.40 0.7% 57.10
Range 1.68 1.15 -0.53 -31.5% 2.02
ATR 1.76 1.71 -0.04 -2.5% 0.00
Volume 12,712 9,788 -2,924 -23.0% 65,356
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.75 58.31 56.21
R3 57.60 57.16 55.90
R2 56.45 56.45 55.79
R1 56.01 56.01 55.69 55.66
PP 55.30 55.30 55.30 55.12
S1 54.86 54.86 55.47 54.51
S2 54.15 54.15 55.37
S3 53.00 53.71 55.26
S4 51.85 52.56 54.95
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 63.61 62.38 58.21
R3 61.59 60.36 57.66
R2 59.57 59.57 57.47
R1 58.34 58.34 57.29 57.95
PP 57.55 57.55 57.55 57.36
S1 56.32 56.32 56.91 55.93
S2 55.53 55.53 56.73
S3 53.51 54.30 56.54
S4 51.49 52.28 55.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.63 54.58 4.05 7.3% 1.24 2.2% 25% False True 13,649
10 58.81 54.58 4.23 7.6% 1.28 2.3% 24% False True 12,180
20 60.65 54.58 6.07 10.9% 1.56 2.8% 16% False True 11,298
40 60.67 50.60 10.07 18.1% 1.87 3.4% 49% False False 9,550
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.62
2.618 58.74
1.618 57.59
1.000 56.88
0.618 56.44
HIGH 55.73
0.618 55.29
0.500 55.16
0.382 55.02
LOW 54.58
0.618 53.87
1.000 53.43
1.618 52.72
2.618 51.57
4.250 49.69
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 55.44 56.06
PP 55.30 55.90
S1 55.16 55.74

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

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