NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 24-Mar-2015

Day Change Summary
	Previous	Current
	23-Mar-2015	24-Mar-2015	Change	Change %	Previous Week
Open	54.24	54.62	0.38	0.7%	54.60
High	54.96	55.71	0.75	1.4%	55.50
Low	53.30	54.18	0.88	1.7%	51.95
Close	54.88	54.54	-0.34	-0.6%	54.44
Range	1.66	1.53	-0.13	-7.8%	3.55
ATR	1.76	1.74	-0.02	-0.9%	0.00
Volume	28,719	20,538	-8,181	-28.5%	233,623

Daily Pivots for day following 24-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.40	58.50	55.38
R3	57.87	56.97	54.96
R2	56.34	56.34	54.82
R1	55.44	55.44	54.68	55.13
PP	54.81	54.81	54.81	54.65
S1	53.91	53.91	54.40	53.60
S2	53.28	53.28	54.26
S3	51.75	52.38	54.12
S4	50.22	50.85	53.70

Weekly Pivots for week ending 20-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.61	63.08	56.39
R3	61.06	59.53	55.42
R2	57.51	57.51	55.09
R1	55.98	55.98	54.77	54.97
PP	53.96	53.96	53.96	53.46
S1	52.43	52.43	54.11	51.42
S2	50.41	50.41	53.79
S3	46.86	48.88	53.46
S4	43.31	45.33	52.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.71	51.95	3.76	6.9%	2.16	4.0%	69%	True	False	40,718
10	57.80	51.95	5.85	10.7%	1.99	3.7%	44%	False	False	41,684

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.43
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	62.21
2.618	59.72
1.618	58.19
1.000	57.24
0.618	56.66
HIGH	55.71
0.618	55.13
0.500	54.95
0.382	54.76
LOW	54.18
0.618	53.23
1.000	52.65
1.618	51.70
2.618	50.17
4.250	47.68

Fisher Pivots for day following 24-Mar-2015
Pivot	1 day	3 day
R1	54.95	54.41
PP	54.81	54.28
S1	54.68	54.15

Download as Excel Spreadsheet

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

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