NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 12-Mar-2015

Day Change Summary
	Previous	Current
	11-Mar-2015	12-Mar-2015	Change	Change %	Previous Week
Open	55.61	55.76	0.15	0.3%	58.53
High	55.73	56.50	0.77	1.4%	58.79
Low	54.58	54.70	0.12	0.2%	56.77
Close	55.58	55.11	-0.47	-0.8%	57.10
Range	1.15	1.80	0.65	56.5%	2.02
ATR	1.71	1.72	0.01	0.4%	0.00
Volume	9,788	13,991	4,203	42.9%	65,356

Daily Pivots for day following 12-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.84	59.77	56.10
R3	59.04	57.97	55.61
R2	57.24	57.24	55.44
R1	56.17	56.17	55.28	55.81
PP	55.44	55.44	55.44	55.25
S1	54.37	54.37	54.95	54.01
S2	53.64	53.64	54.78
S3	51.84	52.57	54.62
S4	50.04	50.77	54.12

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	58.25	54.58	3.67	6.7%	1.42	2.6%	14%	False	False	12,788
10	58.81	54.58	4.23	7.7%	1.26	2.3%	13%	False	False	12,478
20	60.65	54.58	6.07	11.0%	1.53	2.8%	9%	False	False	11,645
40	60.67	50.93	9.74	17.7%	1.87	3.4%	43%	False	False	9,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	64.15
2.618	61.21
1.618	59.41
1.000	58.30
0.618	57.61
HIGH	56.50
0.618	55.81
0.500	55.60
0.382	55.39
LOW	54.70
0.618	53.59
1.000	52.90
1.618	51.79
2.618	49.99
4.250	47.05

Fisher Pivots for day following 12-Mar-2015
Pivot	1 day	3 day
R1	55.60	55.68
PP	55.44	55.49
S1	55.27	55.30

Download as Excel Spreadsheet

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

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