NYMEX Light Sweet Crude Oil Future November 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	53.86	54.65	0.79	1.5%	53.94
High	55.15	57.84	2.69	4.9%	54.77
Low	53.53	54.65	1.12	2.1%	51.33
Close	55.10	57.14	2.04	3.7%	53.76
Range	1.62	3.19	1.57	96.9%	3.44
ATR	1.69	1.79	0.11	6.4%	0.00
Volume	8,437	8,172	-265	-3.1%	39,159

Daily Pivots for day following 26-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.11	64.82	58.89
R3	62.92	61.63	58.02
R2	59.73	59.73	57.72
R1	58.44	58.44	57.43	59.09
PP	56.54	56.54	56.54	56.87
S1	55.25	55.25	56.85	55.90
S2	53.35	53.35	56.56
S3	50.16	52.06	56.26
S4	46.97	48.87	55.39

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.61	62.12	55.65
R3	60.17	58.68	54.71
R2	56.73	56.73	54.39
R1	55.24	55.24	54.08	54.27
PP	53.29	53.29	53.29	52.80
S1	51.80	51.80	53.44	50.83
S2	49.85	49.85	53.13
S3	46.41	48.36	52.81
S4	42.97	44.92	51.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.84	52.10	5.74	10.0%	1.67	2.9%	88%	True	False	7,145
10	57.84	51.33	6.51	11.4%	1.87	3.3%	89%	True	False	7,631
20	59.51	51.33	8.18	14.3%	1.48	2.6%	71%	False	False	7,550

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	0.15
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	71.40
2.618	66.19
1.618	63.00
1.000	61.03
0.618	59.81
HIGH	57.84
0.618	56.62
0.500	56.25
0.382	55.87
LOW	54.65
0.618	52.68
1.000	51.46
1.618	49.49
2.618	46.30
4.250	41.09

Fisher Pivots for day following 26-Mar-2015
Pivot	1 day	3 day
R1	56.84	56.66
PP	56.54	56.17
S1	56.25	55.69

Download as Excel Spreadsheet

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

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