NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 19-Mar-2015

Day Change Summary
	Previous	Current
	18-Mar-2015	19-Mar-2015	Change	Change %	Previous Week
Open	50.98	52.98	2.00	3.9%	56.88
High	53.89	52.98	-0.91	-1.7%	57.53
Low	50.54	51.51	0.97	1.9%	53.26
Close	53.45	51.94	-1.51	-2.8%	53.30
Range	3.35	1.47	-1.88	-56.1%	4.27
ATR	1.86	1.86	0.01	0.3%	0.00
Volume	9,259	21,122	11,863	128.1%	62,485

Daily Pivots for day following 19-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.55	55.72	52.75
R3	55.08	54.25	52.34
R2	53.61	53.61	52.21
R1	52.78	52.78	52.07	52.46
PP	52.14	52.14	52.14	51.99
S1	51.31	51.31	51.81	50.99
S2	50.67	50.67	51.67
S3	49.20	49.84	51.54
S4	47.73	48.37	51.13

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	55.40	50.54	4.86	9.4%	2.08	4.0%	29%	False	False	12,298
10	58.25	50.54	7.71	14.8%	1.75	3.4%	18%	False	False	12,543
20	58.86	50.54	8.32	16.0%	1.56	3.0%	17%	False	False	11,959
40	60.67	50.54	10.13	19.5%	1.85	3.6%	14%	False	False	10,719

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

Fibonacci Retracements and Extensions
4.250	59.23
2.618	56.83
1.618	55.36
1.000	54.45
0.618	53.89
HIGH	52.98
0.618	52.42
0.500	52.25
0.382	52.07
LOW	51.51
0.618	50.60
1.000	50.04
1.618	49.13
2.618	47.66
4.250	45.26

Fisher Pivots for day following 19-Mar-2015
Pivot	1 day	3 day
R1	52.25	52.22
PP	52.14	52.12
S1	52.04	52.03

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