NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 58.36 59.78 1.42 2.4% 58.81
High 60.62 60.91 0.29 0.5% 59.87
Low 58.00 59.56 1.56 2.7% 56.99
Close 59.86 60.71 0.85 1.4% 58.90
Range 2.62 1.35 -1.27 -48.5% 2.88
ATR 2.02 1.97 -0.05 -2.4% 0.00
Volume 73,869 116,290 42,421 57.4% 437,993
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 64.44 63.93 61.45
R3 63.09 62.58 61.08
R2 61.74 61.74 60.96
R1 61.23 61.23 60.83 61.49
PP 60.39 60.39 60.39 60.52
S1 59.88 59.88 60.59 60.14
S2 59.04 59.04 60.46
S3 57.69 58.53 60.34
S4 56.34 57.18 59.97
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 60.91 57.67 3.24 5.3% 1.60 2.6% 94% True False 93,813
10 60.91 56.99 3.92 6.5% 1.75 2.9% 95% True False 88,368
20 60.91 50.86 10.05 16.6% 1.94 3.2% 98% True False 88,134
40 60.91 47.46 13.45 22.2% 2.00 3.3% 99% True False 67,511
60 60.91 47.46 13.45 22.2% 2.11 3.5% 99% True False 59,354
80 60.91 47.46 13.45 22.2% 2.19 3.6% 99% True False 49,709
100 67.70 47.46 20.24 33.3% 2.23 3.7% 65% False False 41,330
120 79.75 47.46 32.29 53.2% 2.20 3.6% 41% False False 35,256
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.65
2.618 64.44
1.618 63.09
1.000 62.26
0.618 61.74
HIGH 60.91
0.618 60.39
0.500 60.24
0.382 60.08
LOW 59.56
0.618 58.73
1.000 58.21
1.618 57.38
2.618 56.03
4.250 53.82
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 60.55 60.24
PP 60.39 59.76
S1 60.24 59.29

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

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