NYMEX Light Sweet Crude Oil Future June 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 52.68 50.27 -2.41 -4.6% 48.19
High 53.00 50.81 -2.19 -4.1% 53.96
Low 49.87 49.33 -0.54 -1.1% 47.19
Close 50.50 50.41 -0.09 -0.2% 50.50
Range 3.13 1.48 -1.65 -52.7% 6.77
ATR 2.37 2.31 -0.06 -2.7% 0.00
Volume 152,548 88,806 -63,742 -41.8% 511,328
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 54.62 54.00 51.22
R3 53.14 52.52 50.82
R2 51.66 51.66 50.68
R1 51.04 51.04 50.55 51.35
PP 50.18 50.18 50.18 50.34
S1 49.56 49.56 50.27 49.87
S2 48.70 48.70 50.14
S3 47.22 48.08 50.00
S4 45.74 46.60 49.60
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.86 67.45 54.22
R3 64.09 60.68 52.36
R2 57.32 57.32 51.74
R1 53.91 53.91 51.12 55.62
PP 50.55 50.55 50.55 51.40
S1 47.14 47.14 49.88 48.85
S2 43.78 43.78 49.26
S3 37.01 40.37 48.64
S4 30.24 33.60 46.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.96 48.41 5.55 11.0% 2.46 4.9% 36% False False 100,357
10 53.96 45.93 8.03 15.9% 2.43 4.8% 56% False False 104,370
20 55.21 45.93 9.28 18.4% 2.08 4.1% 48% False False 107,572
40 57.27 45.93 11.34 22.5% 2.40 4.8% 40% False False 105,846
60 57.47 45.93 11.54 22.9% 2.43 4.8% 39% False False 92,252
80 69.00 45.93 23.07 45.8% 2.46 4.9% 19% False False 79,556
100 79.86 45.93 33.93 67.3% 2.43 4.8% 13% False False 71,096
120 86.60 45.93 40.67 80.7% 2.35 4.7% 11% False False 64,869
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 0.51
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 57.10
2.618 54.68
1.618 53.20
1.000 52.29
0.618 51.72
HIGH 50.81
0.618 50.24
0.500 50.07
0.382 49.90
LOW 49.33
0.618 48.42
1.000 47.85
1.618 46.94
2.618 45.46
4.250 43.04
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 50.30 51.65
PP 50.18 51.23
S1 50.07 50.82

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

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