NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 53.13 55.00 1.87 3.5% 53.08
High 54.63 56.81 2.18 4.0% 53.89
Low 52.93 55.00 2.07 3.9% 50.54
Close 54.44 56.54 2.10 3.9% 53.05
Range 1.70 1.81 0.11 6.5% 3.35
ATR 1.79 1.83 0.04 2.3% 0.00
Volume 14,452 12,905 -1,547 -10.7% 56,782
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.55 60.85 57.54
R3 59.74 59.04 57.04
R2 57.93 57.93 56.87
R1 57.23 57.23 56.71 57.58
PP 56.12 56.12 56.12 56.29
S1 55.42 55.42 56.37 55.77
S2 54.31 54.31 56.21
S3 52.50 53.61 56.04
S4 50.69 51.80 55.54
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 56.81 51.35 5.46 9.7% 1.63 2.9% 95% True False 11,037
10 56.81 50.54 6.27 11.1% 1.86 3.3% 96% True False 11,668
20 58.81 50.54 8.27 14.6% 1.56 2.8% 73% False False 12,073
40 60.67 50.54 10.13 17.9% 1.90 3.4% 59% False False 11,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.24
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 61.55
1.618 59.74
1.000 58.62
0.618 57.93
HIGH 56.81
0.618 56.12
0.500 55.91
0.382 55.69
LOW 55.00
0.618 53.88
1.000 53.19
1.618 52.07
2.618 50.26
4.250 47.31
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 56.33 55.96
PP 56.12 55.37
S1 55.91 54.79

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

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