NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 52.98 51.96 -1.02 -1.9% 53.08
High 52.98 53.22 0.24 0.5% 53.89
Low 51.51 51.35 -0.16 -0.3% 50.54
Close 51.94 53.05 1.11 2.1% 53.05
Range 1.47 1.87 0.40 27.2% 3.35
ATR 1.86 1.87 0.00 0.0% 0.00
Volume 21,122 8,520 -12,602 -59.7% 56,782
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.15 57.47 54.08
R3 56.28 55.60 53.56
R2 54.41 54.41 53.39
R1 53.73 53.73 53.22 54.07
PP 52.54 52.54 52.54 52.71
S1 51.86 51.86 52.88 52.20
S2 50.67 50.67 52.71
S3 48.80 49.99 52.54
S4 46.93 48.12 52.02
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.54 61.15 54.89
R3 59.19 57.80 53.97
R2 55.84 55.84 53.66
R1 54.45 54.45 53.36 53.47
PP 52.49 52.49 52.49 52.01
S1 51.10 51.10 52.74 50.12
S2 49.14 49.14 52.44
S3 45.79 47.75 52.13
S4 42.44 44.40 51.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.89 50.54 3.35 6.3% 2.03 3.8% 75% False False 11,356
10 57.53 50.54 6.99 13.2% 1.79 3.4% 36% False False 11,926
20 58.86 50.54 8.32 15.7% 1.61 3.0% 30% False False 11,737
40 60.67 50.54 10.13 19.1% 1.86 3.5% 25% False False 10,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.17
2.618 58.12
1.618 56.25
1.000 55.09
0.618 54.38
HIGH 53.22
0.618 52.51
0.500 52.29
0.382 52.06
LOW 51.35
0.618 50.19
1.000 49.48
1.618 48.32
2.618 46.45
4.250 43.40
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 52.80 52.77
PP 52.54 52.49
S1 52.29 52.22

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

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