NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 53.48 54.39 0.91 1.7% 50.27
High 55.37 54.51 -0.86 -1.6% 52.03
Low 52.66 51.82 -0.84 -1.6% 48.79
Close 55.23 51.87 -3.36 -6.1% 50.60
Range 2.71 2.69 -0.02 -0.7% 3.24
ATR 2.38 2.46 0.07 3.1% 0.00
Volume 107,666 259,621 151,955 141.1% 444,688
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.80 59.03 53.35
R3 58.11 56.34 52.61
R2 55.42 55.42 52.36
R1 53.65 53.65 52.12 53.19
PP 52.73 52.73 52.73 52.51
S1 50.96 50.96 51.62 50.50
S2 50.04 50.04 51.38
S3 47.35 48.27 51.13
S4 44.66 45.58 50.39
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 55.37 48.79 6.58 12.7% 2.72 5.2% 47% False False 156,361
10 55.37 48.65 6.72 13.0% 2.57 4.9% 48% False False 129,780
20 55.37 45.93 9.44 18.2% 2.35 4.5% 63% False False 116,677
40 57.27 45.93 11.34 21.9% 2.24 4.3% 52% False False 111,488
60 57.27 45.93 11.34 21.9% 2.44 4.7% 52% False False 101,701
80 62.96 45.93 17.03 32.8% 2.49 4.8% 35% False False 87,538
100 77.91 45.93 31.98 61.7% 2.47 4.8% 19% False False 77,395
120 82.17 45.93 36.24 69.9% 2.37 4.6% 16% False False 70,416
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.94
2.618 61.55
1.618 58.86
1.000 57.20
0.618 56.17
HIGH 54.51
0.618 53.48
0.500 53.17
0.382 52.85
LOW 51.82
0.618 50.16
1.000 49.13
1.618 47.47
2.618 44.78
4.250 40.39
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 53.17 53.14
PP 52.73 52.71
S1 52.30 52.29

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

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