NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 18-Mar-2015

Day Change Summary
	Previous	Current
	17-Mar-2015	18-Mar-2015	Change	Change %	Previous Week
Open	52.86	51.56	-1.30	-2.5%	57.52
High	52.86	54.77	1.91	3.6%	58.11
Low	51.71	51.33	-0.38	-0.7%	54.06
Close	52.06	54.16	2.10	4.0%	54.06
Range	1.15	3.44	2.29	199.1%	4.05
ATR	1.68	1.81	0.13	7.4%	0.00
Volume	5,874	4,731	-1,143	-19.5%	46,169

Daily Pivots for day following 18-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.74	62.39	56.05
R3	60.30	58.95	55.11
R2	56.86	56.86	54.79
R1	55.51	55.51	54.48	56.19
PP	53.42	53.42	53.42	53.76
S1	52.07	52.07	53.84	52.75
S2	49.98	49.98	53.53
S3	46.54	48.63	53.21
S4	43.10	45.19	52.27

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	56.86	51.33	5.53	10.2%	1.99	3.7%	51%	False	True	7,513
10	59.23	51.33	7.90	14.6%	1.56	2.9%	36%	False	True	7,811
20	59.59	51.33	8.26	15.3%	1.45	2.7%	34%	False	True	7,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	69.39
2.618	63.78
1.618	60.34
1.000	58.21
0.618	56.90
HIGH	54.77
0.618	53.46
0.500	53.05
0.382	52.64
LOW	51.33
0.618	49.20
1.000	47.89
1.618	45.76
2.618	42.32
4.250	36.71

Fisher Pivots for day following 18-Mar-2015
Pivot	1 day	3 day
R1	53.79	53.79
PP	53.42	53.42
S1	53.05	53.05

Download as Excel Spreadsheet

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

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