NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 51.40 51.81 0.41 0.8% 51.71
High 52.44 52.02 -0.42 -0.8% 54.00
Low 51.06 49.97 -1.09 -2.1% 50.80
Close 51.66 50.07 -1.59 -3.1% 51.47
Range 1.38 2.05 0.67 48.6% 3.20
ATR 2.33 2.31 -0.02 -0.9% 0.00
Volume 161,970 216,582 54,612 33.7% 751,417
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.84 55.50 51.20
R3 54.79 53.45 50.63
R2 52.74 52.74 50.45
R1 51.40 51.40 50.26 51.05
PP 50.69 50.69 50.69 50.51
S1 49.35 49.35 49.88 49.00
S2 48.64 48.64 49.69
S3 46.59 47.30 49.51
S4 44.54 45.25 48.94
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 49.97 4.03 8.0% 1.86 3.7% 2% False True 164,863
10 54.00 49.97 4.03 8.0% 2.00 4.0% 2% False True 149,315
20 56.08 49.97 6.11 12.2% 2.24 4.5% 2% False True 127,991
40 56.08 45.52 10.56 21.1% 2.54 5.1% 43% False False 89,460
60 62.67 45.52 17.15 34.3% 2.56 5.1% 27% False False 67,082
80 77.82 45.52 32.30 64.5% 2.48 5.0% 14% False False 53,738
100 82.02 45.52 36.50 72.9% 2.33 4.6% 12% False False 44,611
120 91.81 45.52 46.29 92.5% 2.18 4.4% 10% False False 38,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.73
2.618 57.39
1.618 55.34
1.000 54.07
0.618 53.29
HIGH 52.02
0.618 51.24
0.500 51.00
0.382 50.75
LOW 49.97
0.618 48.70
1.000 47.92
1.618 46.65
2.618 44.60
4.250 41.26
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 51.00 51.51
PP 50.69 51.03
S1 50.38 50.55

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

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