NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 53.81 55.01 1.20 2.2% 50.90
High 55.35 57.92 2.57 4.6% 55.37
Low 53.68 54.88 1.20 2.2% 50.90
Close 54.87 57.69 2.82 5.1% 53.51
Range 1.67 3.04 1.37 82.0% 4.47
ATR 2.27 2.32 0.06 2.5% 0.00
Volume 226,502 333,568 107,066 47.3% 904,056
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.95 64.86 59.36
R3 62.91 61.82 58.53
R2 59.87 59.87 58.25
R1 58.78 58.78 57.97 59.33
PP 56.83 56.83 56.83 57.10
S1 55.74 55.74 57.41 56.29
S2 53.79 53.79 57.13
S3 50.75 52.70 56.85
S4 47.71 49.66 56.02
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.67 64.56 55.97
R3 62.20 60.09 54.74
R2 57.73 57.73 54.33
R1 55.62 55.62 53.92 56.68
PP 53.26 53.26 53.26 53.79
S1 51.15 51.15 53.10 52.21
S2 48.79 48.79 52.69
S3 44.32 46.68 52.28
S4 39.85 42.21 51.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.92 51.78 6.14 10.6% 1.91 3.3% 96% True False 224,089
10 57.92 48.79 9.13 15.8% 2.32 4.0% 97% True False 190,225
20 57.92 45.93 11.99 20.8% 2.36 4.1% 98% True False 146,246
40 57.92 45.93 11.99 20.8% 2.16 3.7% 98% True False 126,567
60 57.92 45.93 11.99 20.8% 2.33 4.0% 98% True False 113,765
80 60.23 45.93 14.30 24.8% 2.43 4.2% 82% False False 98,084
100 77.70 45.93 31.77 55.1% 2.46 4.3% 37% False False 86,951
120 81.92 45.93 35.99 62.4% 2.35 4.1% 33% False False 78,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 70.84
2.618 65.88
1.618 62.84
1.000 60.96
0.618 59.80
HIGH 57.92
0.618 56.76
0.500 56.40
0.382 56.04
LOW 54.88
0.618 53.00
1.000 51.84
1.618 49.96
2.618 46.92
4.250 41.96
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 57.26 57.00
PP 56.83 56.31
S1 56.40 55.62

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

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