NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 06-Mar-2015

Day Change Summary
	Previous	Current
	05-Mar-2015	06-Mar-2015	Change	Change %	Previous Week
Open	58.72	58.85	0.13	0.2%	59.24
High	59.23	58.87	-0.36	-0.6%	59.46
Low	58.33	57.43	-0.90	-1.5%	57.43
Close	58.51	57.74	-0.77	-1.3%	57.74
Range	0.90	1.44	0.54	60.0%	2.03
ATR	1.82	1.79	-0.03	-1.5%	0.00
Volume	8,309	6,988	-1,321	-15.9%	32,901

Daily Pivots for day following 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.33	61.48	58.53
R3	60.89	60.04	58.14
R2	59.45	59.45	58.00
R1	58.60	58.60	57.87	58.31
PP	58.01	58.01	58.01	57.87
S1	57.16	57.16	57.61	56.87
S2	56.57	56.57	57.48
S3	55.13	55.72	57.34
S4	53.69	54.28	56.95

Weekly Pivots for week ending 06-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.30	63.05	58.86
R3	62.27	61.02	58.30
R2	60.24	60.24	58.11
R1	58.99	58.99	57.93	58.60
PP	58.21	58.21	58.21	58.02
S1	56.96	56.96	57.55	56.57
S2	56.18	56.18	57.37
S3	54.15	54.93	57.18
S4	52.12	52.90	56.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.46	57.43	2.03	3.5%	0.96	1.7%	15%	False	True	6,580
10	59.59	56.97	2.62	4.5%	1.30	2.2%	29%	False	False	6,476
20	61.16	56.97	4.19	7.3%	1.46	2.5%	18%	False	False	6,578

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 6 trading days

Fibonacci Retracements and Extensions
4.250	64.99
2.618	62.64
1.618	61.20
1.000	60.31
0.618	59.76
HIGH	58.87
0.618	58.32
0.500	58.15
0.382	57.98
LOW	57.43
0.618	56.54
1.000	55.99
1.618	55.10
2.618	53.66
4.250	51.31

Fisher Pivots for day following 06-Mar-2015
Pivot	1 day	3 day
R1	58.15	58.37
PP	58.01	58.16
S1	57.88	57.95

Download as Excel Spreadsheet

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

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