NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 47.46 47.72 0.26 0.5% 47.11
High 48.56 49.46 0.90 1.9% 47.48
Low 46.67 47.00 0.33 0.7% 44.03
Close 47.51 49.21 1.70 3.6% 46.57
Range 1.89 2.46 0.57 30.2% 3.45
ATR 2.28 2.29 0.01 0.6% 0.00
Volume 309,553 398,795 89,242 28.8% 1,638,563
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.94 55.03 50.56
R3 53.48 52.57 49.89
R2 51.02 51.02 49.66
R1 50.11 50.11 49.44 50.57
PP 48.56 48.56 48.56 48.78
S1 47.65 47.65 48.98 48.11
S2 46.10 46.10 48.76
S3 43.64 45.19 48.53
S4 41.18 42.73 47.86
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 49.46 44.77 4.69 9.5% 2.26 4.6% 95% True False 351,186
10 50.69 44.03 6.66 13.5% 2.31 4.7% 78% False False 308,050
20 54.00 44.03 9.97 20.3% 2.09 4.2% 52% False False 235,860
40 56.08 44.03 12.05 24.5% 2.44 5.0% 43% False False 160,132
60 57.00 44.03 12.97 26.4% 2.43 4.9% 40% False False 117,971
80 73.70 44.03 29.67 60.3% 2.56 5.2% 17% False False 93,367
100 81.16 44.03 37.13 75.5% 2.39 4.8% 14% False False 76,718
120 87.69 44.03 43.66 88.7% 2.29 4.6% 12% False False 65,185
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.92
2.618 55.90
1.618 53.44
1.000 51.92
0.618 50.98
HIGH 49.46
0.618 48.52
0.500 48.23
0.382 47.94
LOW 47.00
0.618 45.48
1.000 44.54
1.618 43.02
2.618 40.56
4.250 36.55
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 48.88 48.61
PP 48.56 48.00
S1 48.23 47.40

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

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