NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 57.97 57.75 -0.22 -0.4% 53.56
High 58.34 58.63 0.29 0.5% 58.82
Low 56.85 56.40 -0.45 -0.8% 53.31
Close 57.32 57.88 0.56 1.0% 57.32
Range 1.49 2.23 0.74 49.7% 5.51
ATR 2.26 2.26 0.00 -0.1% 0.00
Volume 259,079 384,481 125,402 48.4% 1,256,622
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 64.33 63.33 59.11
R3 62.10 61.10 58.49
R2 59.87 59.87 58.29
R1 58.87 58.87 58.08 59.37
PP 57.64 57.64 57.64 57.89
S1 56.64 56.64 57.68 57.14
S2 55.41 55.41 57.47
S3 53.18 54.41 57.27
S4 50.95 52.18 56.65
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 53.68 5.14 8.9% 2.14 3.7% 82% False False 294,629
10 58.82 51.78 7.04 12.2% 2.10 3.6% 87% False False 240,080
20 58.82 47.19 11.63 20.1% 2.25 3.9% 92% False False 175,058
40 58.82 45.93 12.89 22.3% 2.13 3.7% 93% False False 141,323
60 58.82 45.93 12.89 22.3% 2.31 4.0% 93% False False 125,663
80 59.10 45.93 13.17 22.8% 2.36 4.1% 91% False False 107,470
100 77.28 45.93 31.35 54.2% 2.47 4.3% 38% False False 94,929
120 81.92 45.93 35.99 62.2% 2.35 4.1% 33% False False 84,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.11
2.618 64.47
1.618 62.24
1.000 60.86
0.618 60.01
HIGH 58.63
0.618 57.78
0.500 57.52
0.382 57.25
LOW 56.40
0.618 55.02
1.000 54.17
1.618 52.79
2.618 50.56
4.250 46.92
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 57.76 57.79
PP 57.64 57.70
S1 57.52 57.61

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

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