NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	54.60	53.74	-0.86	-1.6%	58.36
High	54.86	54.02	-0.84	-1.5%	58.77
Low	52.74	52.38	-0.36	-0.7%	54.60
Close	53.84	52.77	-1.07	-2.0%	54.77
Range	2.12	1.64	-0.48	-22.6%	4.17
ATR
Volume	40,739	38,551	-2,188	-5.4%	209,546

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.98	57.01	53.67
R3	56.34	55.37	53.22
R2	54.70	54.70	53.07
R1	53.73	53.73	52.92	53.40
PP	53.06	53.06	53.06	52.89
S1	52.09	52.09	52.62	51.76
S2	51.42	51.42	52.47
S3	49.78	50.45	52.32
S4	48.14	48.81	51.87

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.56	65.83	57.06
R3	64.39	61.66	55.92
R2	60.22	60.22	55.53
R1	57.49	57.49	55.15	56.77
PP	56.05	56.05	56.05	55.69
S1	53.32	53.32	54.39	52.60
S2	51.88	51.88	54.01
S3	47.71	49.15	53.62
S4	43.54	44.98	52.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.80	52.38	5.42	10.3%	1.83	3.5%	7%	False	True	42,651
10	59.94	52.38	7.56	14.3%	1.59	3.0%	5%	False	True	44,427

Crabel Price Patterns
NR	True
NR4	True
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	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	60.99
2.618	58.31
1.618	56.67
1.000	55.66
0.618	55.03
HIGH	54.02
0.618	53.39
0.500	53.20
0.382	53.01
LOW	52.38
0.618	51.37
1.000	50.74
1.618	49.73
2.618	48.09
4.250	45.41

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	53.20	54.65
PP	53.06	54.02
S1	52.91	53.40

Download as Excel Spreadsheet

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

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