NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 11-Mar-2015

Day Change Summary
	Previous	Current
	10-Mar-2015	11-Mar-2015	Change	Change %	Previous Week
Open	57.16	56.25	-0.91	-1.6%	59.24
High	57.16	56.39	-0.77	-1.3%	59.46
Low	55.83	55.27	-0.56	-1.0%	57.43
Close	55.84	56.26	0.42	0.8%	57.74
Range	1.33	1.12	-0.21	-15.8%	2.03
ATR	1.71	1.67	-0.04	-2.5%	0.00
Volume	8,156	9,188	1,032	12.7%	32,901

Daily Pivots for day following 11-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.33	58.92	56.88
R3	58.21	57.80	56.57
R2	57.09	57.09	56.47
R1	56.68	56.68	56.36	56.89
PP	55.97	55.97	55.97	56.08
S1	55.56	55.56	56.16	55.77
S2	54.85	54.85	56.05
S3	53.73	54.44	55.95
S4	52.61	53.32	55.64

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	59.23	55.27	3.96	7.0%	1.14	2.0%	25%	False	True	8,110
10	59.51	55.27	4.24	7.5%	1.12	2.0%	23%	False	True	7,166
20	61.16	55.27	5.89	10.5%	1.37	2.4%	17%	False	True	6,843

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.15
2.618	59.32
1.618	58.20
1.000	57.51
0.618	57.08
HIGH	56.39
0.618	55.96
0.500	55.83
0.382	55.70
LOW	55.27
0.618	54.58
1.000	54.15
1.618	53.46
2.618	52.34
4.250	50.51

Fisher Pivots for day following 11-Mar-2015
Pivot	1 day	3 day
R1	56.12	56.69
PP	55.97	56.55
S1	55.83	56.40

Download as Excel Spreadsheet

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

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