NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 48.73 47.55 -1.18 -2.4% 46.41
High 48.73 50.45 1.72 3.5% 52.48
Low 47.28 47.05 -0.23 -0.5% 45.33
Close 47.60 50.09 2.49 5.2% 48.87
Range 1.45 3.40 1.95 134.5% 7.15
ATR 2.32 2.40 0.08 3.3% 0.00
Volume 365,748 451,104 85,356 23.3% 1,900,134
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 59.40 58.14 51.96
R3 56.00 54.74 51.03
R2 52.60 52.60 50.71
R1 51.34 51.34 50.40 51.97
PP 49.20 49.20 49.20 49.51
S1 47.94 47.94 49.78 48.57
S2 45.80 45.80 49.47
S3 42.40 44.54 49.16
S4 39.00 41.14 48.22
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 47.05 5.43 10.8% 2.66 5.3% 56% False True 414,417
10 52.48 44.77 7.71 15.4% 2.46 4.9% 69% False False 382,802
20 54.00 44.03 9.97 19.9% 2.27 4.5% 61% False False 303,039
40 56.08 44.03 12.05 24.1% 2.40 4.8% 50% False False 205,638
60 56.08 44.03 12.05 24.1% 2.47 4.9% 50% False False 151,324
80 67.44 44.03 23.41 46.7% 2.50 5.0% 26% False False 118,308
100 79.76 44.03 35.73 71.3% 2.43 4.9% 17% False False 96,982
120 85.40 44.03 41.37 82.6% 2.34 4.7% 15% False False 82,119
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 64.90
2.618 59.35
1.618 55.95
1.000 53.85
0.618 52.55
HIGH 50.45
0.618 49.15
0.500 48.75
0.382 48.35
LOW 47.05
0.618 44.95
1.000 43.65
1.618 41.55
2.618 38.15
4.250 32.60
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 49.64 49.64
PP 49.20 49.20
S1 48.75 48.75

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

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