NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 50.73 51.81 1.08 2.1% 49.47
High 51.93 53.10 1.17 2.3% 54.13
Low 50.08 51.47 1.39 2.8% 49.47
Close 51.64 51.91 0.27 0.5% 51.64
Range 1.85 1.63 -0.22 -11.9% 4.66
ATR 2.44 2.38 -0.06 -2.4% 0.00
Volume 395,135 375,534 -19,601 -5.0% 2,271,445
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 57.05 56.11 52.81
R3 55.42 54.48 52.36
R2 53.79 53.79 52.21
R1 52.85 52.85 52.06 53.32
PP 52.16 52.16 52.16 52.40
S1 51.22 51.22 51.76 51.69
S2 50.53 50.53 51.61
S3 48.90 49.59 51.46
S4 47.27 47.96 51.01
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.73 63.34 54.20
R3 61.07 58.68 52.92
R2 56.41 56.41 52.49
R1 54.02 54.02 52.07 55.22
PP 51.75 51.75 51.75 52.34
S1 49.36 49.36 51.21 50.56
S2 47.09 47.09 50.79
S3 42.43 44.70 50.36
S4 37.77 40.04 49.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.13 50.08 4.05 7.8% 2.17 4.2% 45% False False 464,339
10 54.13 47.05 7.08 13.6% 2.22 4.3% 69% False False 381,969
20 54.13 44.03 10.10 19.5% 2.40 4.6% 78% False False 367,919
40 56.08 44.03 12.05 23.2% 2.27 4.4% 65% False False 256,119
60 56.08 44.03 12.05 23.2% 2.45 4.7% 65% False False 191,254
80 59.99 44.03 15.96 30.7% 2.50 4.8% 49% False False 149,539
100 77.67 44.03 33.64 64.8% 2.46 4.7% 23% False False 122,827
120 81.93 44.03 37.90 73.0% 2.32 4.5% 21% False False 103,696
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.03
2.618 57.37
1.618 55.74
1.000 54.73
0.618 54.11
HIGH 53.10
0.618 52.48
0.500 52.29
0.382 52.09
LOW 51.47
0.618 50.46
1.000 49.84
1.618 48.83
2.618 47.20
4.250 44.54
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 52.29 51.80
PP 52.16 51.70
S1 52.04 51.59

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

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