NYMEX Light Sweet Crude Oil Future April 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 42.51 44.60 2.09 4.9% 49.60
High 45.34 44.71 -0.63 -1.4% 50.79
Low 42.03 42.75 0.72 1.7% 44.75
Close 44.66 43.96 -0.70 -1.6% 44.84
Range 3.31 1.96 -1.35 -40.8% 6.04
ATR 2.38 2.35 -0.03 -1.3% 0.00
Volume 220,638 106,907 -113,731 -51.5% 1,964,331
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 49.69 48.78 45.04
R3 47.73 46.82 44.50
R2 45.77 45.77 44.32
R1 44.86 44.86 44.14 44.34
PP 43.81 43.81 43.81 43.54
S1 42.90 42.90 43.78 42.38
S2 41.85 41.85 43.60
S3 39.89 40.94 43.42
S4 37.93 38.98 42.88
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 47.28 42.03 5.25 11.9% 2.35 5.3% 37% False False 287,435
10 51.22 42.03 9.19 20.9% 2.14 4.9% 21% False False 341,262
20 52.49 42.03 10.46 23.8% 2.14 4.9% 18% False False 373,427
40 55.05 42.03 13.02 29.6% 2.54 5.8% 15% False False 274,799
60 59.21 42.03 17.18 39.1% 2.54 5.8% 11% False False 199,469
80 77.75 42.03 35.72 81.3% 2.63 6.0% 5% False False 155,285
100 82.03 42.03 40.00 91.0% 2.45 5.6% 5% False False 127,202
120 91.36 42.03 49.33 112.2% 2.40 5.5% 4% False False 107,966
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.04
2.618 49.84
1.618 47.88
1.000 46.67
0.618 45.92
HIGH 44.71
0.618 43.96
0.500 43.73
0.382 43.50
LOW 42.75
0.618 41.54
1.000 40.79
1.618 39.58
2.618 37.62
4.250 34.42
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 43.88 43.87
PP 43.81 43.78
S1 43.73 43.69

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

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