NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 51.01 48.57 -2.44 -4.8% 46.41
High 51.38 49.16 -2.22 -4.3% 52.48
Low 48.21 47.61 -0.60 -1.2% 45.33
Close 48.87 48.68 -0.19 -0.4% 48.87
Range 3.17 1.55 -1.62 -51.1% 7.15
ATR 2.45 2.39 -0.06 -2.6% 0.00
Volume 384,092 355,866 -28,226 -7.3% 1,900,134
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 53.13 52.46 49.53
R3 51.58 50.91 49.11
R2 50.03 50.03 48.96
R1 49.36 49.36 48.82 49.70
PP 48.48 48.48 48.48 48.65
S1 47.81 47.81 48.54 48.15
S2 46.93 46.93 48.40
S3 45.38 46.26 48.25
S4 43.83 44.71 47.83
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 46.67 5.81 11.9% 2.56 5.3% 35% False False 392,716
10 52.48 44.03 8.45 17.4% 2.51 5.2% 55% False False 366,999
20 54.00 44.03 9.97 20.5% 2.19 4.5% 47% False False 277,254
40 56.08 44.03 12.05 24.8% 2.48 5.1% 39% False False 188,200
60 56.46 44.03 12.43 25.5% 2.48 5.1% 37% False False 138,257
80 68.83 44.03 24.80 50.9% 2.48 5.1% 19% False False 108,392
100 79.76 44.03 35.73 73.4% 2.43 5.0% 13% False False 89,068
120 86.50 44.03 42.47 87.2% 2.31 4.7% 11% False False 75,427
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.55
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 55.75
2.618 53.22
1.618 51.67
1.000 50.71
0.618 50.12
HIGH 49.16
0.618 48.57
0.500 48.39
0.382 48.20
LOW 47.61
0.618 46.65
1.000 46.06
1.618 45.10
2.618 43.55
4.250 41.02
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 48.58 50.05
PP 48.48 49.59
S1 48.39 49.14

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

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