NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 48.57 48.73 0.16 0.3% 46.41
High 49.16 48.73 -0.43 -0.9% 52.48
Low 47.61 47.28 -0.33 -0.7% 45.33
Close 48.68 47.60 -1.08 -2.2% 48.87
Range 1.55 1.45 -0.10 -6.5% 7.15
ATR 2.39 2.32 -0.07 -2.8% 0.00
Volume 355,866 365,748 9,882 2.8% 1,900,134
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 52.22 51.36 48.40
R3 50.77 49.91 48.00
R2 49.32 49.32 47.87
R1 48.46 48.46 47.73 48.17
PP 47.87 47.87 47.87 47.72
S1 47.01 47.01 47.47 46.72
S2 46.42 46.42 47.33
S3 44.97 45.56 47.20
S4 43.52 44.11 46.80
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 47.00 5.48 11.5% 2.48 5.2% 11% False False 403,955
10 52.48 44.03 8.45 17.8% 2.47 5.2% 42% False False 376,244
20 54.00 44.03 9.97 20.9% 2.20 4.6% 36% False False 286,823
40 56.08 44.03 12.05 25.3% 2.43 5.1% 30% False False 195,894
60 56.08 44.03 12.05 25.3% 2.46 5.2% 30% False False 144,066
80 68.67 44.03 24.64 51.8% 2.48 5.2% 14% False False 112,821
100 79.76 44.03 35.73 75.1% 2.42 5.1% 10% False False 92,608
120 85.91 44.03 41.88 88.0% 2.32 4.9% 9% False False 78,437
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 54.89
2.618 52.53
1.618 51.08
1.000 50.18
0.618 49.63
HIGH 48.73
0.618 48.18
0.500 48.01
0.382 47.83
LOW 47.28
0.618 46.38
1.000 45.83
1.618 44.93
2.618 43.48
4.250 41.12
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 48.01 49.33
PP 47.87 48.75
S1 47.74 48.18

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

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