NYMEX Light Sweet Crude Oil Future April 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 43.84 42.51 -1.33 -3.0% 49.60
High 44.20 45.34 1.14 2.6% 50.79
Low 42.41 42.03 -0.38 -0.9% 44.75
Close 43.46 44.66 1.20 2.8% 44.84
Range 1.79 3.31 1.52 84.9% 6.04
ATR 2.31 2.38 0.07 3.1% 0.00
Volume 346,310 220,638 -125,672 -36.3% 1,964,331
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.94 52.61 46.48
R3 50.63 49.30 45.57
R2 47.32 47.32 45.27
R1 45.99 45.99 44.96 46.66
PP 44.01 44.01 44.01 44.34
S1 42.68 42.68 44.36 43.35
S2 40.70 40.70 44.05
S3 37.39 39.37 43.75
S4 34.08 36.06 42.84
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 64.91 60.92 48.16
R3 58.87 54.88 46.50
R2 52.83 52.83 45.95
R1 48.84 48.84 45.39 47.82
PP 46.79 46.79 46.79 46.28
S1 42.80 42.80 44.29 41.78
S2 40.75 40.75 43.73
S3 34.71 36.76 43.18
S4 28.67 30.72 41.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.76 42.03 6.73 15.1% 2.34 5.2% 39% False True 337,730
10 52.40 42.03 10.37 23.2% 2.12 4.8% 25% False True 367,667
20 52.72 42.03 10.69 23.9% 2.19 4.9% 25% False True 395,798
40 55.05 42.03 13.02 29.2% 2.53 5.7% 20% False True 274,293
60 59.21 42.03 17.18 38.5% 2.57 5.8% 15% False True 198,254
80 77.75 42.03 35.72 80.0% 2.64 5.9% 7% False True 154,279
100 82.03 42.03 40.00 89.6% 2.46 5.5% 7% False True 126,271
120 91.36 42.03 49.33 110.5% 2.39 5.4% 5% False True 107,162
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 0.37
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 59.41
2.618 54.01
1.618 50.70
1.000 48.65
0.618 47.39
HIGH 45.34
0.618 44.08
0.500 43.69
0.382 43.29
LOW 42.03
0.618 39.98
1.000 38.72
1.618 36.67
2.618 33.36
4.250 27.96
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 44.34 44.34
PP 44.01 44.01
S1 43.69 43.69

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

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