NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 49.02 51.01 1.99 4.1% 46.41
High 52.48 51.38 -1.10 -2.1% 52.48
Low 48.73 48.21 -0.52 -1.1% 45.33
Close 51.43 48.87 -2.56 -5.0% 48.87
Range 3.75 3.17 -0.58 -15.5% 7.15
ATR 2.40 2.45 0.06 2.5% 0.00
Volume 515,277 384,092 -131,185 -25.5% 1,900,134
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 59.00 57.10 50.61
R3 55.83 53.93 49.74
R2 52.66 52.66 49.45
R1 50.76 50.76 49.16 50.13
PP 49.49 49.49 49.49 49.17
S1 47.59 47.59 48.58 46.96
S2 46.32 46.32 48.29
S3 43.15 44.42 48.00
S4 39.98 41.25 47.13
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.34 66.76 52.80
R3 63.19 59.61 50.84
R2 56.04 56.04 50.18
R1 52.46 52.46 49.53 54.25
PP 48.89 48.89 48.89 49.79
S1 45.31 45.31 48.21 47.10
S2 41.74 41.74 47.56
S3 34.59 38.16 46.90
S4 27.44 31.01 44.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.48 45.33 7.15 14.6% 2.71 5.5% 50% False False 380,026
10 52.48 44.03 8.45 17.3% 2.57 5.3% 57% False False 353,869
20 54.00 44.03 9.97 20.4% 2.21 4.5% 49% False False 266,025
40 56.08 44.03 12.05 24.7% 2.55 5.2% 40% False False 180,268
60 56.46 44.03 12.43 25.4% 2.48 5.1% 39% False False 132,566
80 69.79 44.03 25.76 52.7% 2.49 5.1% 19% False False 104,202
100 80.62 44.03 36.59 74.9% 2.43 5.0% 13% False False 85,559
120 86.90 44.03 42.87 87.7% 2.31 4.7% 11% False False 72,515
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.85
2.618 59.68
1.618 56.51
1.000 54.55
0.618 53.34
HIGH 51.38
0.618 50.17
0.500 49.80
0.382 49.42
LOW 48.21
0.618 46.25
1.000 45.04
1.618 43.08
2.618 39.91
4.250 34.74
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 49.80 49.74
PP 49.49 49.45
S1 49.18 49.16

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

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