NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	52.33	50.98	-1.35	-2.6%	56.88
High	52.41	53.89	1.48	2.8%	57.53
Low	50.95	50.54	-0.41	-0.8%	53.26
Close	51.33	53.45	2.12	4.1%	53.30
Range	1.46	3.35	1.89	129.5%	4.27
ATR	1.74	1.86	0.11	6.6%	0.00
Volume	8,636	9,259	623	7.2%	62,485

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.68	61.41	55.29
R3	59.33	58.06	54.37
R2	55.98	55.98	54.06
R1	54.71	54.71	53.76	55.35
PP	52.63	52.63	52.63	52.94
S1	51.36	51.36	53.14	52.00
S2	49.28	49.28	52.84
S3	45.93	48.01	52.53
S4	42.58	44.66	51.61

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.51	64.67	55.65
R3	63.24	60.40	54.47
R2	58.97	58.97	54.08
R1	56.13	56.13	53.69	55.42
PP	54.70	54.70	54.70	54.34
S1	51.86	51.86	52.91	51.15
S2	50.43	50.43	52.52
S3	46.16	47.59	52.13
S4	41.89	43.32	50.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.50	50.54	5.96	11.2%	2.15	4.0%	49%	False	True	10,872
10	58.63	50.54	8.09	15.1%	1.70	3.2%	36%	False	True	12,261
20	58.86	50.54	8.32	15.6%	1.60	3.0%	35%	False	True	11,191
40	60.67	50.54	10.13	19.0%	1.83	3.4%	29%	False	True	10,429

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	68.13
2.618	62.66
1.618	59.31
1.000	57.24
0.618	55.96
HIGH	53.89
0.618	52.61
0.500	52.22
0.382	51.82
LOW	50.54
0.618	48.47
1.000	47.19
1.618	45.12
2.618	41.77
4.250	36.30

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	53.04	53.04
PP	52.63	52.63
S1	52.22	52.22

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols