NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 13-Mar-2015

Day Change Summary
	Previous	Current
	12-Mar-2015	13-Mar-2015	Change	Change %	Previous Week
Open	56.38	56.21	-0.17	-0.3%	57.52
High	56.86	56.21	-0.65	-1.1%	58.11
Low	55.50	54.06	-1.44	-2.6%	54.06
Close	55.83	54.06	-1.77	-3.2%	54.06
Range	1.36	2.15	0.79	58.1%	4.05
ATR	1.65	1.68	0.04	2.2%	0.00
Volume	10,827	10,088	-739	-6.8%	46,169

Daily Pivots for day following 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.23	59.79	55.24
R3	59.08	57.64	54.65
R2	56.93	56.93	54.45
R1	55.49	55.49	54.26	55.14
PP	54.78	54.78	54.78	54.60
S1	53.34	53.34	53.86	52.99
S2	52.63	52.63	53.67
S3	50.48	51.19	53.47
S4	48.33	49.04	52.88

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.56	64.86	56.29
R3	63.51	60.81	55.17
R2	59.46	59.46	54.80
R1	56.76	56.76	54.43	56.09
PP	55.41	55.41	55.41	55.07
S1	52.71	52.71	53.69	52.04
S2	51.36	51.36	53.32
S3	47.31	48.66	52.95
S4	43.26	44.61	51.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.11	54.06	4.05	7.5%	1.38	2.5%	0%	False	True	9,233
10	59.46	54.06	5.40	10.0%	1.17	2.2%	0%	False	True	7,907
20	61.16	54.06	7.10	13.1%	1.38	2.5%	0%	False	True	7,394

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	65.35
2.618	61.84
1.618	59.69
1.000	58.36
0.618	57.54
HIGH	56.21
0.618	55.39
0.500	55.14
0.382	54.88
LOW	54.06
0.618	52.73
1.000	51.91
1.618	50.58
2.618	48.43
4.250	44.92

Fisher Pivots for day following 13-Mar-2015
Pivot	1 day	3 day
R1	55.14	55.46
PP	54.78	54.99
S1	54.42	54.53

Download as Excel Spreadsheet

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

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