NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 49.05 47.11 -1.94 -4.0% 51.40
High 49.47 47.28 -2.19 -4.4% 52.44
Low 46.97 45.08 -1.89 -4.0% 46.97
Close 47.06 46.13 -0.93 -2.0% 47.06
Range 2.50 2.20 -0.30 -12.0% 5.47
ATR 2.25 2.25 0.00 -0.2% 0.00
Volume 247,322 224,567 -22,755 -9.2% 1,030,404
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 52.76 51.65 47.34
R3 50.56 49.45 46.74
R2 48.36 48.36 46.53
R1 47.25 47.25 46.33 46.71
PP 46.16 46.16 46.16 45.89
S1 45.05 45.05 45.93 44.51
S2 43.96 43.96 45.73
S3 41.76 42.85 45.53
S4 39.56 40.65 44.92
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 65.23 61.62 50.07
R3 59.76 56.15 48.56
R2 54.29 54.29 48.06
R1 50.68 50.68 47.56 49.75
PP 48.82 48.82 48.82 48.36
S1 45.21 45.21 46.56 44.28
S2 43.35 43.35 46.06
S3 37.88 39.74 45.56
S4 32.41 34.27 44.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.02 45.08 6.94 15.0% 2.04 4.4% 15% False True 218,600
10 54.00 45.08 8.92 19.3% 1.87 4.0% 12% False True 187,509
20 56.08 45.08 11.00 23.8% 2.14 4.6% 10% False True 149,488
40 56.08 45.08 11.00 23.8% 2.41 5.2% 10% False True 107,545
60 59.99 45.08 14.91 32.3% 2.52 5.5% 7% False True 80,078
80 77.67 45.08 32.59 70.6% 2.49 5.4% 3% False True 64,255
100 81.93 45.08 36.85 79.9% 2.31 5.0% 3% False True 53,048
120 90.94 45.08 45.86 99.4% 2.22 4.8% 2% False True 45,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.63
2.618 53.04
1.618 50.84
1.000 49.48
0.618 48.64
HIGH 47.28
0.618 46.44
0.500 46.18
0.382 45.92
LOW 45.08
0.618 43.72
1.000 42.88
1.618 41.52
2.618 39.32
4.250 35.73
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 46.18 47.89
PP 46.16 47.30
S1 46.15 46.72

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

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