NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 52.71 51.40 -1.31 -2.5% 51.71
High 53.04 52.44 -0.60 -1.1% 54.00
Low 50.80 51.06 0.26 0.5% 50.80
Close 51.47 51.66 0.19 0.4% 51.47
Range 2.24 1.38 -0.86 -38.4% 3.20
ATR 2.40 2.33 -0.07 -3.0% 0.00
Volume 124,814 161,970 37,156 29.8% 751,417
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.86 55.14 52.42
R3 54.48 53.76 52.04
R2 53.10 53.10 51.91
R1 52.38 52.38 51.79 52.74
PP 51.72 51.72 51.72 51.90
S1 51.00 51.00 51.53 51.36
S2 50.34 50.34 51.41
S3 48.96 49.62 51.28
S4 47.58 48.24 50.90
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 61.69 59.78 53.23
R3 58.49 56.58 52.35
R2 55.29 55.29 52.06
R1 53.38 53.38 51.76 52.74
PP 52.09 52.09 52.09 51.77
S1 50.18 50.18 51.18 49.54
S2 48.89 48.89 50.88
S3 45.69 46.98 50.59
S4 42.49 43.78 49.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.00 50.80 3.20 6.2% 1.69 3.3% 27% False False 156,418
10 54.00 50.03 3.97 7.7% 1.95 3.8% 41% False False 142,045
20 56.08 50.03 6.05 11.7% 2.24 4.3% 27% False False 121,301
40 56.08 45.52 10.56 20.4% 2.54 4.9% 58% False False 84,961
60 64.06 45.52 18.54 35.9% 2.57 5.0% 33% False False 63,763
80 78.08 45.52 32.56 63.0% 2.47 4.8% 19% False False 51,144
100 83.21 45.52 37.69 73.0% 2.34 4.5% 16% False False 42,526
120 91.81 45.52 46.29 89.6% 2.18 4.2% 13% False False 36,390
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.31
2.618 56.05
1.618 54.67
1.000 53.82
0.618 53.29
HIGH 52.44
0.618 51.91
0.500 51.75
0.382 51.59
LOW 51.06
0.618 50.21
1.000 49.68
1.618 48.83
2.618 47.45
4.250 45.20
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 51.75 52.40
PP 51.72 52.15
S1 51.69 51.91

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

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