NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 53.55 55.92 2.37 4.4% 49.47
High 56.69 57.42 0.73 1.3% 54.13
Low 53.39 55.07 1.68 3.1% 49.47
Close 56.39 56.71 0.32 0.6% 51.64
Range 3.30 2.35 -0.95 -28.8% 4.66
ATR 2.43 2.42 -0.01 -0.2% 0.00
Volume 508,904 413,134 -95,770 -18.8% 2,271,445
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.45 62.43 58.00
R3 61.10 60.08 57.36
R2 58.75 58.75 57.14
R1 57.73 57.73 56.93 58.24
PP 56.40 56.40 56.40 56.66
S1 55.38 55.38 56.49 55.89
S2 54.05 54.05 56.28
S3 51.70 53.03 56.06
S4 49.35 50.68 55.42
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 57.42 50.08 7.34 12.9% 2.22 3.9% 90% True False 424,746
10 57.42 48.11 9.31 16.4% 2.34 4.1% 92% True False 400,004
20 57.42 44.77 12.65 22.3% 2.40 4.2% 94% True False 391,403
40 57.42 44.03 13.39 23.6% 2.24 4.0% 95% True False 281,939
60 57.42 44.03 13.39 23.6% 2.41 4.2% 95% True False 211,696
80 59.61 44.03 15.58 27.5% 2.45 4.3% 81% False False 165,485
100 77.67 44.03 33.64 59.3% 2.49 4.4% 38% False False 136,134
120 81.93 44.03 37.90 66.8% 2.35 4.1% 33% False False 114,843
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.41
2.618 63.57
1.618 61.22
1.000 59.77
0.618 58.87
HIGH 57.42
0.618 56.52
0.500 56.25
0.382 55.97
LOW 55.07
0.618 53.62
1.000 52.72
1.618 51.27
2.618 48.92
4.250 45.08
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 56.56 56.02
PP 56.40 55.32
S1 56.25 54.63

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

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