NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 46.07 44.50 -1.57 -3.4% 51.40
High 46.24 47.48 1.24 2.7% 52.44
Low 44.36 44.03 -0.33 -0.7% 46.97
Close 45.19 46.65 1.46 3.2% 47.06
Range 1.88 3.45 1.57 83.5% 5.47
ATR 2.22 2.31 0.09 4.0% 0.00
Volume 273,298 385,529 112,231 41.1% 1,030,404
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.40 54.98 48.55
R3 52.95 51.53 47.60
R2 49.50 49.50 47.28
R1 48.08 48.08 46.97 48.79
PP 46.05 46.05 46.05 46.41
S1 44.63 44.63 46.33 45.34
S2 42.60 42.60 46.02
S3 39.15 41.18 45.70
S4 35.70 37.73 44.75
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 50.69 44.03 6.66 14.3% 2.37 5.1% 39% False True 264,914
10 54.00 44.03 9.97 21.4% 2.07 4.4% 26% False True 223,276
20 54.00 44.03 9.97 21.4% 2.09 4.5% 26% False True 172,476
40 56.08 44.03 12.05 25.8% 2.41 5.2% 22% False True 121,842
60 59.61 44.03 15.58 33.4% 2.46 5.3% 17% False True 90,178
80 77.67 44.03 33.64 72.1% 2.52 5.4% 8% False True 72,317
100 81.93 44.03 37.90 81.2% 2.33 5.0% 7% False True 59,531
120 90.94 44.03 46.91 100.6% 2.25 4.8% 6% False True 50,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 62.14
2.618 56.51
1.618 53.06
1.000 50.93
0.618 49.61
HIGH 47.48
0.618 46.16
0.500 45.76
0.382 45.35
LOW 44.03
0.618 41.90
1.000 40.58
1.618 38.45
2.618 35.00
4.250 29.37
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 46.35 46.35
PP 46.05 46.05
S1 45.76 45.76

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

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