NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 55.05 55.71 0.66 1.2% 54.24
High 55.97 55.71 -0.26 -0.5% 58.54
Low 54.58 54.40 -0.18 -0.3% 53.30
Close 55.79 54.87 -0.92 -1.6% 55.61
Range 1.39 1.31 -0.08 -5.8% 5.24
ATR 1.89 1.85 -0.04 -1.9% 0.00
Volume 34,191 28,865 -5,326 -15.6% 184,774
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 58.92 58.21 55.59
R3 57.61 56.90 55.23
R2 56.30 56.30 55.11
R1 55.59 55.59 54.99 55.29
PP 54.99 54.99 54.99 54.85
S1 54.28 54.28 54.75 53.98
S2 53.68 53.68 54.63
S3 52.37 52.97 54.51
S4 51.06 51.66 54.15
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 71.54 68.81 58.49
R3 66.30 63.57 57.05
R2 61.06 61.06 56.57
R1 58.33 58.33 56.09 59.70
PP 55.82 55.82 55.82 56.50
S1 53.09 53.09 55.13 54.46
S2 50.58 50.58 54.65
S3 45.34 47.85 54.17
S4 40.10 42.61 52.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.54 54.10 4.44 8.1% 2.08 3.8% 17% False False 39,714
10 58.54 51.95 6.59 12.0% 2.12 3.9% 44% False False 40,216
20 59.94 51.95 7.99 14.6% 1.86 3.4% 37% False False 42,321
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 0.35
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 61.28
2.618 59.14
1.618 57.83
1.000 57.02
0.618 56.52
HIGH 55.71
0.618 55.21
0.500 55.06
0.382 54.90
LOW 54.40
0.618 53.59
1.000 53.09
1.618 52.28
2.618 50.97
4.250 48.83
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 55.06 55.96
PP 54.99 55.59
S1 54.93 55.23

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

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