NYMEX Light Sweet Crude Oil Future June 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 57.19 57.97 0.78 1.4% 53.56
High 58.82 58.34 -0.48 -0.8% 58.82
Low 56.56 56.85 0.29 0.5% 53.31
Close 58.11 57.32 -0.79 -1.4% 57.32
Range 2.26 1.49 -0.77 -34.1% 5.51
ATR 2.32 2.26 -0.06 -2.6% 0.00
Volume 269,515 259,079 -10,436 -3.9% 1,256,622
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.97 61.14 58.14
R3 60.48 59.65 57.73
R2 58.99 58.99 57.59
R1 58.16 58.16 57.46 57.83
PP 57.50 57.50 57.50 57.34
S1 56.67 56.67 57.18 56.34
S2 56.01 56.01 57.05
S3 54.52 55.18 56.91
S4 53.03 53.69 56.50
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 73.01 70.68 60.35
R3 67.50 65.17 58.84
R2 61.99 61.99 58.33
R1 59.66 59.66 57.83 60.83
PP 56.48 56.48 56.48 57.07
S1 54.15 54.15 56.81 55.32
S2 50.97 50.97 56.31
S3 45.46 48.64 55.80
S4 39.95 43.13 54.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.82 53.31 5.51 9.6% 2.00 3.5% 73% False False 251,324
10 58.82 50.90 7.92 13.8% 2.15 3.7% 81% False False 216,067
20 58.82 46.67 12.15 21.2% 2.26 3.9% 88% False False 159,722
40 58.82 45.93 12.89 22.5% 2.11 3.7% 88% False False 134,367
60 58.82 45.93 12.89 22.5% 2.33 4.1% 88% False False 120,361
80 59.98 45.93 14.05 24.5% 2.37 4.1% 81% False False 103,120
100 77.70 45.93 31.77 55.4% 2.47 4.3% 36% False False 91,416
120 81.92 45.93 35.99 62.8% 2.34 4.1% 32% False False 81,850
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 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 64.67
2.618 62.24
1.618 60.75
1.000 59.83
0.618 59.26
HIGH 58.34
0.618 57.77
0.500 57.60
0.382 57.42
LOW 56.85
0.618 55.93
1.000 55.36
1.618 54.44
2.618 52.95
4.250 50.52
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 57.60 57.16
PP 57.50 57.01
S1 57.41 56.85

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

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