NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 53.39 52.89 -0.50 -0.9% 51.98
High 54.03 55.55 1.52 2.8% 54.17
Low 51.79 52.89 1.10 2.1% 51.30
Close 52.66 55.49 2.83 5.4% 52.66
Range 2.24 2.66 0.42 18.8% 2.87
ATR 2.11 2.16 0.06 2.7% 0.00
Volume 25,990 25,596 -394 -1.5% 94,299
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.62 61.72 56.95
R3 59.96 59.06 56.22
R2 57.30 57.30 55.98
R1 56.40 56.40 55.73 56.85
PP 54.64 54.64 54.64 54.87
S1 53.74 53.74 55.25 54.19
S2 51.98 51.98 55.00
S3 49.32 51.08 54.76
S4 46.66 48.42 54.03
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.32 59.86 54.24
R3 58.45 56.99 53.45
R2 55.58 55.58 53.19
R1 54.12 54.12 52.92 54.85
PP 52.71 52.71 52.71 53.08
S1 51.25 51.25 52.40 51.98
S2 49.84 49.84 52.13
S3 46.97 48.38 51.87
S4 44.10 45.51 51.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.55 51.30 4.25 7.7% 2.05 3.7% 99% True False 23,979
10 55.95 50.12 5.83 10.5% 2.16 3.9% 92% False False 24,551
20 55.97 48.71 7.26 13.1% 2.07 3.7% 93% False False 24,495
40 59.24 48.71 10.53 19.0% 1.99 3.6% 64% False False 25,314
60 59.24 48.71 10.53 19.0% 2.13 3.8% 64% False False 20,970
80 65.02 48.71 16.31 29.4% 2.18 3.9% 42% False False 16,906
100 79.78 48.71 31.07 56.0% 2.10 3.8% 22% False False 14,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.86
2.618 62.51
1.618 59.85
1.000 58.21
0.618 57.19
HIGH 55.55
0.618 54.53
0.500 54.22
0.382 53.91
LOW 52.89
0.618 51.25
1.000 50.23
1.618 48.59
2.618 45.93
4.250 41.59
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 55.07 54.80
PP 54.64 54.11
S1 54.22 53.43

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

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