NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 49.47 51.95 2.48 5.0% 48.57
High 52.24 54.13 1.89 3.6% 50.45
Low 49.47 51.17 1.70 3.4% 47.05
Close 52.14 53.98 1.84 3.5% 49.14
Range 2.77 2.96 0.19 6.9% 3.40
ATR 2.43 2.47 0.04 1.5% 0.00
Volume 325,282 548,870 223,588 68.7% 1,172,718
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.97 60.94 55.61
R3 59.01 57.98 54.79
R2 56.05 56.05 54.52
R1 55.02 55.02 54.25 55.54
PP 53.09 53.09 53.09 53.35
S1 52.06 52.06 53.71 52.58
S2 50.13 50.13 53.44
S3 47.17 49.10 53.17
S4 44.21 46.14 52.35
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 59.08 57.51 51.01
R3 55.68 54.11 50.08
R2 52.28 52.28 49.76
R1 50.71 50.71 49.45 51.50
PP 48.88 48.88 48.88 49.27
S1 47.31 47.31 48.83 48.10
S2 45.48 45.48 48.52
S3 42.08 43.91 48.21
S4 38.68 40.51 47.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.13 47.05 7.08 13.1% 2.55 4.7% 98% True False 338,200
10 54.13 46.67 7.46 13.8% 2.56 4.7% 98% True False 365,458
20 54.13 44.03 10.10 18.7% 2.40 4.4% 99% True False 322,700
40 56.08 44.03 12.05 22.3% 2.32 4.3% 83% False False 222,000
60 56.08 44.03 12.05 22.3% 2.49 4.6% 83% False False 164,207
80 64.06 44.03 20.03 37.1% 2.53 4.7% 50% False False 128,497
100 78.08 44.03 34.05 63.1% 2.46 4.6% 29% False False 105,455
120 83.21 44.03 39.18 72.6% 2.35 4.4% 25% False False 89,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.71
2.618 61.88
1.618 58.92
1.000 57.09
0.618 55.96
HIGH 54.13
0.618 53.00
0.500 52.65
0.382 52.30
LOW 51.17
0.618 49.34
1.000 48.21
1.618 46.38
2.618 43.42
4.250 38.59
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 53.54 53.03
PP 53.09 52.07
S1 52.65 51.12

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

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