NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 45.66 46.41 0.75 1.6% 47.11
High 47.43 47.61 0.18 0.4% 47.48
Low 44.82 45.33 0.51 1.1% 44.03
Close 46.57 47.45 0.88 1.9% 46.57
Range 2.61 2.28 -0.33 -12.6% 3.45
ATR 2.31 2.31 0.00 -0.1% 0.00
Volume 379,180 292,417 -86,763 -22.9% 1,638,563
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.64 52.82 48.70
R3 51.36 50.54 48.08
R2 49.08 49.08 47.87
R1 48.26 48.26 47.66 48.67
PP 46.80 46.80 46.80 47.00
S1 45.98 45.98 47.24 46.39
S2 44.52 44.52 47.03
S3 42.24 43.70 46.82
S4 39.96 41.42 46.20
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 47.61 44.03 3.58 7.5% 2.45 5.2% 96% True False 341,282
10 52.02 44.03 7.99 16.8% 2.25 4.7% 43% False False 279,941
20 54.00 44.03 9.97 21.0% 2.10 4.4% 34% False False 210,993
40 56.08 44.03 12.05 25.4% 2.42 5.1% 28% False False 144,775
60 58.30 44.03 14.27 30.1% 2.42 5.1% 24% False False 106,540
80 76.74 44.03 32.71 68.9% 2.55 5.4% 10% False False 84,778
100 81.93 44.03 37.90 79.9% 2.36 5.0% 9% False False 69,732
120 90.94 44.03 46.91 98.9% 2.29 4.8% 7% False False 59,379
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.30
2.618 53.58
1.618 51.30
1.000 49.89
0.618 49.02
HIGH 47.61
0.618 46.74
0.500 46.47
0.382 46.20
LOW 45.33
0.618 43.92
1.000 43.05
1.618 41.64
2.618 39.36
4.250 35.64
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 47.12 47.03
PP 46.80 46.61
S1 46.47 46.19

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

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