NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 51.18 50.90 -0.28 -0.5% 50.27
High 51.87 53.65 1.78 3.4% 52.03
Low 49.65 50.90 1.25 2.5% 48.79
Close 50.60 53.57 2.97 5.9% 50.60
Range 2.22 2.75 0.53 23.9% 3.24
ATR 2.31 2.36 0.05 2.3% 0.00
Volume 157,870 144,350 -13,520 -8.6% 444,688
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.96 60.01 55.08
R3 58.21 57.26 54.33
R2 55.46 55.46 54.07
R1 54.51 54.51 53.82 54.99
PP 52.71 52.71 52.71 52.94
S1 51.76 51.76 53.32 52.24
S2 49.96 49.96 53.07
S3 47.21 49.01 52.81
S4 44.46 46.26 52.06
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.19 58.64 52.38
R3 56.95 55.40 51.49
R2 53.71 53.71 51.19
R1 52.16 52.16 50.90 52.94
PP 50.47 50.47 50.47 50.86
S1 48.92 48.92 50.30 49.70
S2 47.23 47.23 50.01
S3 43.99 45.68 49.71
S4 40.75 42.44 48.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.65 48.79 4.86 9.1% 2.22 4.1% 98% True False 117,807
10 53.96 47.19 6.77 12.6% 2.41 4.5% 94% False False 110,036
20 53.96 45.93 8.03 15.0% 2.24 4.2% 95% False False 107,691
40 57.27 45.93 11.34 21.2% 2.21 4.1% 67% False False 108,115
60 57.27 45.93 11.34 21.2% 2.41 4.5% 67% False False 97,648
80 65.15 45.93 19.22 35.9% 2.48 4.6% 40% False False 84,154
100 79.86 45.93 33.93 63.3% 2.45 4.6% 23% False False 74,438
120 83.72 45.93 37.79 70.5% 2.37 4.4% 20% False False 67,844
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.34
2.618 60.85
1.618 58.10
1.000 56.40
0.618 55.35
HIGH 53.65
0.618 52.60
0.500 52.28
0.382 51.95
LOW 50.90
0.618 49.20
1.000 48.15
1.618 46.45
2.618 43.70
4.250 39.21
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 53.14 52.79
PP 52.71 52.00
S1 52.28 51.22

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

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