NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 46.41 47.46 1.05 2.3% 47.11
High 47.61 48.56 0.95 2.0% 47.48
Low 45.33 46.67 1.34 3.0% 44.03
Close 47.45 47.51 0.06 0.1% 46.57
Range 2.28 1.89 -0.39 -17.1% 3.45
ATR 2.31 2.28 -0.03 -1.3% 0.00
Volume 292,417 309,553 17,136 5.9% 1,638,563
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.25 52.27 48.55
R3 51.36 50.38 48.03
R2 49.47 49.47 47.86
R1 48.49 48.49 47.68 48.98
PP 47.58 47.58 47.58 47.83
S1 46.60 46.60 47.34 47.09
S2 45.69 45.69 47.16
S3 43.80 44.71 46.99
S4 41.91 42.82 46.47
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 48.56 44.03 4.53 9.5% 2.45 5.2% 77% True False 348,533
10 50.80 44.03 6.77 14.2% 2.23 4.7% 51% False False 289,238
20 54.00 44.03 9.97 21.0% 2.11 4.4% 35% False False 219,276
40 56.08 44.03 12.05 25.4% 2.42 5.1% 29% False False 151,155
60 57.80 44.03 13.77 29.0% 2.42 5.1% 25% False False 111,481
80 74.80 44.03 30.77 64.8% 2.54 5.3% 11% False False 88,527
100 81.93 44.03 37.90 79.8% 2.37 5.0% 9% False False 72,778
120 89.37 44.03 45.34 95.4% 2.28 4.8% 8% False False 61,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.59
2.618 53.51
1.618 51.62
1.000 50.45
0.618 49.73
HIGH 48.56
0.618 47.84
0.500 47.62
0.382 47.39
LOW 46.67
0.618 45.50
1.000 44.78
1.618 43.61
2.618 41.72
4.250 38.64
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 47.62 47.24
PP 47.58 46.96
S1 47.55 46.69

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

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