NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 14-Apr-2015
Day Change Summary
Previous Current
13-Apr-2015 14-Apr-2015 Change Change % Previous Week
Open 51.81 52.05 0.24 0.5% 49.47
High 53.10 53.79 0.69 1.3% 54.13
Low 51.47 51.83 0.36 0.7% 49.47
Close 51.91 53.29 1.38 2.7% 51.64
Range 1.63 1.96 0.33 20.2% 4.66
ATR 2.38 2.35 -0.03 -1.3% 0.00
Volume 375,534 431,026 55,492 14.8% 2,271,445
Daily Pivots for day following 14-Apr-2015
Classic Woodie Camarilla DeMark
R4 58.85 58.03 54.37
R3 56.89 56.07 53.83
R2 54.93 54.93 53.65
R1 54.11 54.11 53.47 54.52
PP 52.97 52.97 52.97 53.18
S1 52.15 52.15 53.11 52.56
S2 51.01 51.01 52.93
S3 49.05 50.19 52.75
S4 47.09 48.23 52.21
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 53.79 50.08 3.71 7.0% 1.97 3.7% 87% True False 440,770
10 54.13 47.05 7.08 13.3% 2.26 4.2% 88% False False 389,485
20 54.13 44.03 10.10 19.0% 2.38 4.5% 92% False False 378,242
40 56.08 44.03 12.05 22.6% 2.26 4.2% 77% False False 263,865
60 56.08 44.03 12.05 22.6% 2.40 4.5% 77% False False 197,777
80 59.99 44.03 15.96 29.9% 2.49 4.7% 58% False False 154,619
100 77.67 44.03 33.64 63.1% 2.47 4.6% 28% False False 127,052
120 81.93 44.03 37.90 71.1% 2.32 4.4% 24% False False 107,247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.12
2.618 58.92
1.618 56.96
1.000 55.75
0.618 55.00
HIGH 53.79
0.618 53.04
0.500 52.81
0.382 52.58
LOW 51.83
0.618 50.62
1.000 49.87
1.618 48.66
2.618 46.70
4.250 43.50
Fisher Pivots for day following 14-Apr-2015
Pivot 1 day 3 day
R1 53.13 52.84
PP 52.97 52.39
S1 52.81 51.94

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

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