NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 47.72 49.02 1.30 2.7% 47.11
High 49.46 52.48 3.02 6.1% 47.48
Low 47.00 48.73 1.73 3.7% 44.03
Close 49.21 51.43 2.22 4.5% 46.57
Range 2.46 3.75 1.29 52.4% 3.45
ATR 2.29 2.40 0.10 4.5% 0.00
Volume 398,795 515,277 116,482 29.2% 1,638,563
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 62.13 60.53 53.49
R3 58.38 56.78 52.46
R2 54.63 54.63 52.12
R1 53.03 53.03 51.77 53.83
PP 50.88 50.88 50.88 51.28
S1 49.28 49.28 51.09 50.08
S2 47.13 47.13 50.74
S3 43.38 45.53 50.40
S4 39.63 41.78 49.37
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 52.48 44.82 7.66 14.9% 2.60 5.1% 86% True False 379,044
10 52.48 44.03 8.45 16.4% 2.51 4.9% 88% True False 340,192
20 54.00 44.03 9.97 19.4% 2.13 4.1% 74% False False 255,123
40 56.08 44.03 12.05 23.4% 2.50 4.9% 61% False False 172,142
60 56.46 44.03 12.43 24.2% 2.45 4.8% 60% False False 126,427
80 69.97 44.03 25.94 50.4% 2.52 4.9% 29% False False 99,674
100 80.62 44.03 36.59 71.1% 2.41 4.7% 20% False False 81,775
120 87.34 44.03 43.31 84.2% 2.30 4.5% 17% False False 69,407
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 68.42
2.618 62.30
1.618 58.55
1.000 56.23
0.618 54.80
HIGH 52.48
0.618 51.05
0.500 50.61
0.382 50.16
LOW 48.73
0.618 46.41
1.000 44.98
1.618 42.66
2.618 38.91
4.250 32.79
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 51.16 50.81
PP 50.88 50.19
S1 50.61 49.58

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

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