NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 46.61 45.66 -0.95 -2.0% 47.11
High 46.81 47.43 0.62 1.3% 47.48
Low 44.77 44.82 0.05 0.1% 44.03
Close 45.53 46.57 1.04 2.3% 46.57
Range 2.04 2.61 0.57 27.9% 3.45
ATR 2.29 2.31 0.02 1.0% 0.00
Volume 375,989 379,180 3,191 0.8% 1,638,563
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.10 52.95 48.01
R3 51.49 50.34 47.29
R2 48.88 48.88 47.05
R1 47.73 47.73 46.81 48.31
PP 46.27 46.27 46.27 46.56
S1 45.12 45.12 46.33 45.70
S2 43.66 43.66 46.09
S3 41.05 42.51 45.85
S4 38.44 39.90 45.13
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 56.38 54.92 48.47
R3 52.93 51.47 47.52
R2 49.48 49.48 47.20
R1 48.02 48.02 46.89 47.03
PP 46.03 46.03 46.03 45.53
S1 44.57 44.57 46.25 43.58
S2 42.58 42.58 45.94
S3 39.13 41.12 45.62
S4 35.68 37.67 44.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.48 44.03 3.45 7.4% 2.44 5.2% 74% False False 327,712
10 52.44 44.03 8.41 18.1% 2.16 4.6% 30% False False 266,896
20 54.00 44.03 9.97 21.4% 2.10 4.5% 25% False False 200,702
40 56.08 44.03 12.05 25.9% 2.41 5.2% 21% False False 138,701
60 58.66 44.03 14.63 31.4% 2.42 5.2% 17% False False 101,977
80 77.15 44.03 33.12 71.1% 2.53 5.4% 8% False False 81,322
100 81.93 44.03 37.90 81.4% 2.35 5.0% 7% False False 66,874
120 90.94 44.03 46.91 100.7% 2.28 4.9% 5% False False 56,990
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.52
2.618 54.26
1.618 51.65
1.000 50.04
0.618 49.04
HIGH 47.43
0.618 46.43
0.500 46.13
0.382 45.82
LOW 44.82
0.618 43.21
1.000 42.21
1.618 40.60
2.618 37.99
4.250 33.73
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 46.42 46.30
PP 46.27 46.03
S1 46.13 45.76

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

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