NYMEX Light Sweet Crude Oil Future July 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 53.97 51.20 -2.77 -5.1% 49.83
High 54.25 52.12 -2.13 -3.9% 55.09
Low 51.23 50.71 -0.52 -1.0% 48.79
Close 51.87 51.81 -0.06 -0.1% 51.87
Range 3.02 1.41 -1.61 -53.3% 6.30
ATR 2.26 2.20 -0.06 -2.7% 0.00
Volume 66,201 38,487 -27,714 -41.9% 222,984
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 55.78 55.20 52.59
R3 54.37 53.79 52.20
R2 52.96 52.96 52.07
R1 52.38 52.38 51.94 52.67
PP 51.55 51.55 51.55 51.69
S1 50.97 50.97 51.68 51.26
S2 50.14 50.14 51.55
S3 48.73 49.56 51.42
S4 47.32 48.15 51.03
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.82 67.64 55.34
R3 64.52 61.34 53.60
R2 58.22 58.22 53.03
R1 55.04 55.04 52.45 56.63
PP 51.92 51.92 51.92 52.71
S1 48.74 48.74 51.29 50.33
S2 45.62 45.62 50.72
S3 39.32 42.44 50.14
S4 33.02 36.14 48.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 49.96 5.13 9.9% 2.36 4.6% 36% False False 45,217
10 55.09 47.46 7.63 14.7% 2.34 4.5% 57% False False 43,199
20 56.20 47.46 8.74 16.9% 1.97 3.8% 50% False False 47,940
40 58.37 47.46 10.91 21.1% 2.28 4.4% 40% False False 44,528
60 58.37 47.46 10.91 21.1% 2.28 4.4% 40% False False 35,775
80 69.01 47.46 21.55 41.6% 2.29 4.4% 20% False False 28,727
100 79.75 47.46 32.29 62.3% 2.25 4.3% 13% False False 23,990
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 0.44
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 58.11
2.618 55.81
1.618 54.40
1.000 53.53
0.618 52.99
HIGH 52.12
0.618 51.58
0.500 51.42
0.382 51.25
LOW 50.71
0.618 49.84
1.000 49.30
1.618 48.43
2.618 47.02
4.250 44.72
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 51.68 52.90
PP 51.55 52.54
S1 51.42 52.17

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

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