NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 55.69 56.69 1.00 1.8% 52.89
High 57.10 59.41 2.31 4.0% 56.76
Low 55.68 56.65 0.97 1.7% 52.89
Close 56.68 59.30 2.62 4.6% 55.51
Range 1.42 2.76 1.34 94.4% 3.87
ATR 2.06 2.11 0.05 2.4% 0.00
Volume 30,082 39,579 9,497 31.6% 174,747
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.73 65.78 60.82
R3 63.97 63.02 60.06
R2 61.21 61.21 59.81
R1 60.26 60.26 59.55 60.74
PP 58.45 58.45 58.45 58.69
S1 57.50 57.50 59.05 57.98
S2 55.69 55.69 58.79
S3 52.93 54.74 58.54
S4 50.17 51.98 57.78
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.66 64.96 57.64
R3 62.79 61.09 56.57
R2 58.92 58.92 56.22
R1 57.22 57.22 55.86 58.07
PP 55.05 55.05 55.05 55.48
S1 53.35 53.35 55.16 54.20
S2 51.18 51.18 54.80
S3 47.31 49.48 54.45
S4 43.44 45.61 53.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.41 53.75 5.66 9.5% 1.74 2.9% 98% True False 35,566
10 59.41 51.30 8.11 13.7% 2.09 3.5% 99% True False 33,427
20 59.41 48.71 10.70 18.0% 2.13 3.6% 99% True False 28,381
40 59.41 48.71 10.70 18.0% 1.94 3.3% 99% True False 27,858
60 59.41 48.71 10.70 18.0% 2.08 3.5% 99% True False 24,326
80 60.55 48.71 11.84 20.0% 2.14 3.6% 89% False False 19,679
100 76.90 48.71 28.19 47.5% 2.13 3.6% 38% False False 16,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 71.14
2.618 66.64
1.618 63.88
1.000 62.17
0.618 61.12
HIGH 59.41
0.618 58.36
0.500 58.03
0.382 57.70
LOW 56.65
0.618 54.94
1.000 53.89
1.618 52.18
2.618 49.42
4.250 44.92
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 58.88 58.64
PP 58.45 57.98
S1 58.03 57.33

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

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