NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 52.05 53.55 1.50 2.9% 49.47
High 53.79 56.69 2.90 5.4% 54.13
Low 51.83 53.39 1.56 3.0% 49.47
Close 53.29 56.39 3.10 5.8% 51.64
Range 1.96 3.30 1.34 68.4% 4.66
ATR 2.35 2.43 0.07 3.2% 0.00
Volume 431,026 508,904 77,878 18.1% 2,271,445
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.39 64.19 58.21
R3 62.09 60.89 57.30
R2 58.79 58.79 57.00
R1 57.59 57.59 56.69 58.19
PP 55.49 55.49 55.49 55.79
S1 54.29 54.29 56.09 54.89
S2 52.19 52.19 55.79
S3 48.89 50.99 55.48
S4 45.59 47.69 54.58
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 56.69 50.08 6.61 11.7% 2.06 3.7% 95% True False 432,026
10 56.69 47.05 9.64 17.1% 2.45 4.3% 97% True False 403,801
20 56.69 44.03 12.66 22.5% 2.46 4.4% 98% True False 390,022
40 56.69 44.03 12.66 22.5% 2.27 4.0% 98% True False 274,292
60 56.69 44.03 12.66 22.5% 2.41 4.3% 98% True False 205,383
80 59.90 44.03 15.87 28.1% 2.47 4.4% 78% False False 160,646
100 77.67 44.03 33.64 59.7% 2.48 4.4% 37% False False 132,064
120 81.93 44.03 37.90 67.2% 2.34 4.2% 33% False False 111,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 70.72
2.618 65.33
1.618 62.03
1.000 59.99
0.618 58.73
HIGH 56.69
0.618 55.43
0.500 55.04
0.382 54.65
LOW 53.39
0.618 51.35
1.000 50.09
1.618 48.05
2.618 44.75
4.250 39.37
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 55.94 55.62
PP 55.49 54.85
S1 55.04 54.08

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

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