NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 56.16 56.41 0.25 0.4% 51.81
High 57.17 56.91 -0.26 -0.5% 57.42
Low 54.85 55.01 0.16 0.3% 51.47
Close 56.38 55.26 -1.12 -2.0% 55.74
Range 2.32 1.90 -0.42 -18.1% 5.95
ATR 2.36 2.33 -0.03 -1.4% 0.00
Volume 112,382 26,750 -85,632 -76.2% 1,959,221
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.43 60.24 56.31
R3 59.53 58.34 55.78
R2 57.63 57.63 55.61
R1 56.44 56.44 55.43 56.09
PP 55.73 55.73 55.73 55.55
S1 54.54 54.54 55.09 54.19
S2 53.83 53.83 54.91
S3 51.93 52.64 54.74
S4 50.03 50.74 54.22
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 53.39 4.03 7.3% 2.29 4.1% 46% False False 258,358
10 57.42 50.08 7.34 13.3% 2.13 3.9% 71% False False 349,564
20 57.42 46.67 10.75 19.5% 2.34 4.2% 80% False False 357,511
40 57.42 44.03 13.39 24.2% 2.22 4.0% 84% False False 284,252
60 57.42 44.03 13.39 24.2% 2.39 4.3% 84% False False 215,687
80 58.30 44.03 14.27 25.8% 2.40 4.3% 79% False False 169,283
100 76.74 44.03 32.71 59.2% 2.51 4.5% 34% False False 139,324
120 81.93 44.03 37.90 68.6% 2.36 4.3% 30% False False 117,695
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.99
2.618 61.88
1.618 59.98
1.000 58.81
0.618 58.08
HIGH 56.91
0.618 56.18
0.500 55.96
0.382 55.74
LOW 55.01
0.618 53.84
1.000 53.11
1.618 51.94
2.618 50.04
4.250 46.94
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 55.96 56.01
PP 55.73 55.76
S1 55.49 55.51

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

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