NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 56.10 58.18 2.08 3.7% 52.07
High 58.90 59.90 1.00 1.7% 56.22
Low 56.00 57.60 1.60 2.9% 52.07
Close 58.73 59.23 0.50 0.9% 54.79
Range 2.90 2.30 -0.60 -20.7% 4.15
ATR 2.22 2.22 0.01 0.3% 0.00
Volume 100,912 136,415 35,503 35.2% 400,200
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.81 64.82 60.50
R3 63.51 62.52 59.86
R2 61.21 61.21 59.65
R1 60.22 60.22 59.44 60.72
PP 58.91 58.91 58.91 59.16
S1 57.92 57.92 59.02 58.42
S2 56.61 56.61 58.81
S3 54.31 55.62 58.60
S4 52.01 53.32 57.97
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.81 64.95 57.07
R3 62.66 60.80 55.93
R2 58.51 58.51 55.55
R1 56.65 56.65 55.17 57.58
PP 54.36 54.36 54.36 54.83
S1 52.50 52.50 54.41 53.43
S2 50.21 50.21 54.03
S3 46.06 48.35 53.65
S4 41.91 44.20 52.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.90 52.98 6.92 11.7% 2.00 3.4% 90% True False 101,577
10 59.90 50.86 9.04 15.3% 2.13 3.6% 93% True False 87,900
20 59.90 48.20 11.70 19.8% 2.18 3.7% 94% True False 65,281
40 59.90 47.46 12.44 21.0% 2.03 3.4% 95% True False 56,828
60 59.90 47.46 12.44 21.0% 2.21 3.7% 95% True False 48,781
80 59.92 47.46 12.46 21.0% 2.25 3.8% 94% False False 39,478
100 77.60 47.46 30.14 50.9% 2.31 3.9% 39% False False 33,082
120 81.61 47.46 34.15 57.7% 2.18 3.7% 34% False False 28,168
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.68
2.618 65.92
1.618 63.62
1.000 62.20
0.618 61.32
HIGH 59.90
0.618 59.02
0.500 58.75
0.382 58.48
LOW 57.60
0.618 56.18
1.000 55.30
1.618 53.88
2.618 51.58
4.250 47.83
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 59.07 58.63
PP 58.91 58.03
S1 58.75 57.43

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

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