NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 58.40 58.63 0.23 0.4% 55.28
High 59.31 60.75 1.44 2.4% 60.52
Low 57.80 58.08 0.28 0.5% 55.24
Close 58.49 60.13 1.64 2.8% 59.14
Range 1.51 2.67 1.16 76.8% 5.28
ATR 2.00 2.05 0.05 2.4% 0.00
Volume 38,396 43,582 5,186 13.5% 207,234
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.66 66.57 61.60
R3 64.99 63.90 60.86
R2 62.32 62.32 60.62
R1 61.23 61.23 60.37 61.78
PP 59.65 59.65 59.65 59.93
S1 58.56 58.56 59.89 59.11
S2 56.98 56.98 59.64
S3 54.31 55.89 59.40
S4 51.64 53.22 58.66
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 74.14 71.92 62.04
R3 68.86 66.64 60.59
R2 63.58 63.58 60.11
R1 61.36 61.36 59.62 62.47
PP 58.30 58.30 58.30 58.86
S1 56.08 56.08 58.66 57.19
S2 53.02 53.02 58.17
S3 47.74 50.80 57.69
S4 42.46 45.52 56.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.75 57.80 2.95 4.9% 1.85 3.1% 79% True False 37,461
10 60.75 53.75 7.00 11.6% 1.89 3.1% 91% True False 38,370
20 60.75 51.30 9.45 15.7% 2.05 3.4% 93% True False 34,386
40 60.75 48.71 12.04 20.0% 1.92 3.2% 95% True False 30,375
60 60.75 48.71 12.04 20.0% 2.10 3.5% 95% True False 27,117
80 60.75 48.71 12.04 20.0% 2.09 3.5% 95% True False 22,389
100 73.65 48.71 24.94 41.5% 2.18 3.6% 46% False False 18,788
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 72.10
2.618 67.74
1.618 65.07
1.000 63.42
0.618 62.40
HIGH 60.75
0.618 59.73
0.500 59.42
0.382 59.10
LOW 58.08
0.618 56.43
1.000 55.41
1.618 53.76
2.618 51.09
4.250 46.73
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 59.89 59.85
PP 59.65 59.56
S1 59.42 59.28

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

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