NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 44.50 46.61 2.11 4.7% 51.40
High 47.48 46.81 -0.67 -1.4% 52.44
Low 44.03 44.77 0.74 1.7% 46.97
Close 46.65 45.53 -1.12 -2.4% 47.06
Range 3.45 2.04 -1.41 -40.9% 5.47
ATR 2.31 2.29 -0.02 -0.8% 0.00
Volume 385,529 375,989 -9,540 -2.5% 1,030,404
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 51.82 50.72 46.65
R3 49.78 48.68 46.09
R2 47.74 47.74 45.90
R1 46.64 46.64 45.72 46.17
PP 45.70 45.70 45.70 45.47
S1 44.60 44.60 45.34 44.13
S2 43.66 43.66 45.16
S3 41.62 42.56 44.97
S4 39.58 40.52 44.41
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 49.47 44.03 5.44 11.9% 2.41 5.3% 28% False False 301,341
10 53.04 44.03 9.01 19.8% 2.12 4.7% 17% False False 241,460
20 54.00 44.03 9.97 21.9% 2.05 4.5% 15% False False 187,202
40 56.08 44.03 12.05 26.5% 2.43 5.3% 12% False False 130,118
60 59.61 44.03 15.58 34.2% 2.43 5.3% 10% False False 95,948
80 77.67 44.03 33.64 73.9% 2.52 5.5% 4% False False 76,758
100 81.93 44.03 37.90 83.2% 2.33 5.1% 4% False False 63,206
120 90.94 44.03 46.91 103.0% 2.26 5.0% 3% False False 53,887
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.48
2.618 52.15
1.618 50.11
1.000 48.85
0.618 48.07
HIGH 46.81
0.618 46.03
0.500 45.79
0.382 45.55
LOW 44.77
0.618 43.51
1.000 42.73
1.618 41.47
2.618 39.43
4.250 36.10
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 45.79 45.76
PP 45.70 45.68
S1 45.62 45.61

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

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