NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 57.69 59.03 1.34 2.3% 58.81
High 59.87 59.49 -0.38 -0.6% 59.87
Low 57.19 58.25 1.06 1.9% 56.99
Close 59.26 58.90 -0.36 -0.6% 58.90
Range 2.68 1.24 -1.44 -53.7% 2.88
ATR 2.13 2.07 -0.06 -3.0% 0.00
Volume 84,250 116,620 32,370 38.4% 437,993
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.60 61.99 59.58
R3 61.36 60.75 59.24
R2 60.12 60.12 59.13
R1 59.51 59.51 59.01 59.20
PP 58.88 58.88 58.88 58.72
S1 58.27 58.27 58.79 57.96
S2 57.64 57.64 58.67
S3 56.40 57.03 58.56
S4 55.16 55.79 58.22
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.23 65.94 60.48
R3 64.35 63.06 59.69
R2 61.47 61.47 59.43
R1 60.18 60.18 59.16 60.83
PP 58.59 58.59 58.59 58.91
S1 57.30 57.30 58.64 57.95
S2 55.71 55.71 58.37
S3 52.83 54.42 58.11
S4 49.95 51.54 57.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.87 56.99 2.88 4.9% 1.86 3.2% 66% False False 87,598
10 59.90 54.54 5.36 9.1% 1.89 3.2% 81% False False 94,966
20 59.90 50.23 9.67 16.4% 2.04 3.5% 90% False False 79,767
40 59.90 47.46 12.44 21.1% 1.97 3.3% 92% False False 63,922
60 59.90 47.46 12.44 21.1% 2.21 3.8% 92% False False 55,229
80 59.90 47.46 12.44 21.1% 2.21 3.7% 92% False False 45,630
100 70.20 47.46 22.74 38.6% 2.27 3.8% 50% False False 38,045
120 80.60 47.46 33.14 56.3% 2.21 3.8% 35% False False 32,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 64.76
2.618 62.74
1.618 61.50
1.000 60.73
0.618 60.26
HIGH 59.49
0.618 59.02
0.500 58.87
0.382 58.72
LOW 58.25
0.618 57.48
1.000 57.01
1.618 56.24
2.618 55.00
4.250 52.98
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 58.89 58.74
PP 58.88 58.59
S1 58.87 58.43

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

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