NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 55.92 56.56 0.64 1.1% 51.81
High 57.42 56.88 -0.54 -0.9% 57.42
Low 55.07 55.31 0.24 0.4% 51.47
Close 56.71 55.74 -0.97 -1.7% 55.74
Range 2.35 1.57 -0.78 -33.2% 5.95
ATR 2.42 2.36 -0.06 -2.5% 0.00
Volume 413,134 230,623 -182,511 -44.2% 1,959,221
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.69 59.78 56.60
R3 59.12 58.21 56.17
R2 57.55 57.55 56.03
R1 56.64 56.64 55.88 56.31
PP 55.98 55.98 55.98 55.81
S1 55.07 55.07 55.60 54.74
S2 54.41 54.41 55.45
S3 52.84 53.50 55.31
S4 51.27 51.93 54.88
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 72.73 70.18 59.01
R3 66.78 64.23 57.38
R2 60.83 60.83 56.83
R1 58.28 58.28 56.29 59.56
PP 54.88 54.88 54.88 55.51
S1 52.33 52.33 55.19 53.61
S2 48.93 48.93 54.65
S3 42.98 46.38 54.10
S4 37.03 40.43 52.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.42 51.47 5.95 10.7% 2.16 3.9% 72% False False 391,844
10 57.42 49.47 7.95 14.3% 2.28 4.1% 79% False False 423,066
20 57.42 44.82 12.60 22.6% 2.38 4.3% 87% False False 384,134
40 57.42 44.03 13.39 24.0% 2.21 4.0% 87% False False 285,668
60 57.42 44.03 13.39 24.0% 2.41 4.3% 87% False False 214,790
80 59.61 44.03 15.58 28.0% 2.42 4.3% 75% False False 167,995
100 77.67 44.03 33.64 60.4% 2.49 4.5% 35% False False 138,233
120 81.93 44.03 37.90 68.0% 2.34 4.2% 31% False False 116,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.55
2.618 60.99
1.618 59.42
1.000 58.45
0.618 57.85
HIGH 56.88
0.618 56.28
0.500 56.10
0.382 55.91
LOW 55.31
0.618 54.34
1.000 53.74
1.618 52.77
2.618 51.20
4.250 48.64
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 56.10 55.63
PP 55.98 55.52
S1 55.86 55.41

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

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