NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 47.11 46.07 -1.04 -2.2% 51.40
High 47.28 46.24 -1.04 -2.2% 52.44
Low 45.08 44.36 -0.72 -1.6% 46.97
Close 46.13 45.19 -0.94 -2.0% 47.06
Range 2.20 1.88 -0.32 -14.5% 5.47
ATR 2.25 2.22 -0.03 -1.2% 0.00
Volume 224,567 273,298 48,731 21.7% 1,030,404
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 50.90 49.93 46.22
R3 49.02 48.05 45.71
R2 47.14 47.14 45.53
R1 46.17 46.17 45.36 45.72
PP 45.26 45.26 45.26 45.04
S1 44.29 44.29 45.02 43.84
S2 43.38 43.38 44.85
S3 41.50 42.41 44.67
S4 39.62 40.53 44.16
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 50.80 44.36 6.44 14.3% 2.00 4.4% 13% False True 229,943
10 54.00 44.36 9.64 21.3% 1.93 4.3% 9% False True 197,403
20 55.44 44.36 11.08 24.5% 2.08 4.6% 7% False True 158,562
40 56.08 44.36 11.72 25.9% 2.39 5.3% 7% False True 113,063
60 59.90 44.36 15.54 34.4% 2.48 5.5% 5% False True 84,187
80 77.67 44.36 33.31 73.7% 2.49 5.5% 2% False True 67,574
100 81.93 44.36 37.57 83.1% 2.32 5.1% 2% False True 55,727
120 90.94 44.36 46.58 103.1% 2.23 4.9% 2% False True 47,657
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.23
2.618 51.16
1.618 49.28
1.000 48.12
0.618 47.40
HIGH 46.24
0.618 45.52
0.500 45.30
0.382 45.08
LOW 44.36
0.618 43.20
1.000 42.48
1.618 41.32
2.618 39.44
4.250 36.37
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 45.30 46.92
PP 45.26 46.34
S1 45.23 45.77

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

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