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

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols