NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 57.75 57.94 0.19 0.3% 53.56
High 58.63 58.05 -0.58 -1.0% 58.82
Low 56.40 56.11 -0.29 -0.5% 53.31
Close 57.88 56.61 -1.27 -2.2% 57.32
Range 2.23 1.94 -0.29 -13.0% 5.51
ATR 2.26 2.23 -0.02 -1.0% 0.00
Volume 384,481 354,244 -30,237 -7.9% 1,256,622
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.74 61.62 57.68
R3 60.80 59.68 57.14
R2 58.86 58.86 56.97
R1 57.74 57.74 56.79 57.33
PP 56.92 56.92 56.92 56.72
S1 55.80 55.80 56.43 55.39
S2 54.98 54.98 56.25
S3 53.04 53.86 56.08
S4 51.10 51.92 55.54
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 54.88 3.94 7.0% 2.19 3.9% 44% False False 320,177
10 58.82 51.78 7.04 12.4% 2.02 3.6% 69% False False 264,738
20 58.82 48.41 10.41 18.4% 2.24 4.0% 79% False False 187,853
40 58.82 45.93 12.89 22.8% 2.12 3.7% 83% False False 148,286
60 58.82 45.93 12.89 22.8% 2.31 4.1% 83% False False 130,114
80 58.82 45.93 12.89 22.8% 2.35 4.2% 83% False False 111,391
100 76.75 45.93 30.82 54.4% 2.47 4.4% 35% False False 98,188
120 81.92 45.93 35.99 63.6% 2.35 4.2% 30% False False 87,415
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.30
2.618 63.13
1.618 61.19
1.000 59.99
0.618 59.25
HIGH 58.05
0.618 57.31
0.500 57.08
0.382 56.85
LOW 56.11
0.618 54.91
1.000 54.17
1.618 52.97
2.618 51.03
4.250 47.87
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 57.08 57.37
PP 56.92 57.12
S1 56.77 56.86

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

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