NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 52.56 51.72 -0.84 -1.6% 51.07
High 52.63 54.17 1.54 2.9% 55.95
Low 51.50 51.30 -0.20 -0.4% 50.12
Close 51.83 53.98 2.15 4.1% 52.87
Range 1.13 2.87 1.74 154.0% 5.83
ATR 2.04 2.10 0.06 2.9% 0.00
Volume 19,021 26,728 7,707 40.5% 125,621
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.76 60.74 55.56
R3 58.89 57.87 54.77
R2 56.02 56.02 54.51
R1 55.00 55.00 54.24 55.51
PP 53.15 53.15 53.15 53.41
S1 52.13 52.13 53.72 52.64
S2 50.28 50.28 53.45
S3 47.41 49.26 53.19
S4 44.54 46.39 52.40
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.47 67.50 56.08
R3 64.64 61.67 54.47
R2 58.81 58.81 53.94
R1 55.84 55.84 53.40 57.33
PP 52.98 52.98 52.98 53.72
S1 50.01 50.01 52.34 51.50
S2 47.15 47.15 51.80
S3 41.32 44.18 51.27
S4 35.49 38.35 49.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.95 51.30 4.65 8.6% 2.28 4.2% 58% False True 27,023
10 55.95 49.46 6.49 12.0% 2.09 3.9% 70% False False 24,031
20 57.15 48.71 8.44 15.6% 1.97 3.6% 62% False False 25,536
40 59.24 48.71 10.53 19.5% 2.07 3.8% 50% False False 25,049
60 59.24 48.71 10.53 19.5% 2.12 3.9% 50% False False 20,399
80 67.65 48.71 18.94 35.1% 2.16 4.0% 28% False False 16,356
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.37
2.618 61.68
1.618 58.81
1.000 57.04
0.618 55.94
HIGH 54.17
0.618 53.07
0.500 52.74
0.382 52.40
LOW 51.30
0.618 49.53
1.000 48.43
1.618 46.66
2.618 43.79
4.250 39.10
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 53.57 53.57
PP 53.15 53.15
S1 52.74 52.74

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

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