NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 59.85 59.18 -0.67 -1.1% 59.49
High 60.22 60.03 -0.19 -0.3% 60.75
Low 59.06 58.63 -0.43 -0.7% 57.80
Close 59.52 59.32 -0.20 -0.3% 59.85
Range 1.16 1.40 0.24 20.7% 2.95
ATR 1.93 1.89 -0.04 -1.9% 0.00
Volume 51,389 25,458 -25,931 -50.5% 207,105
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.53 62.82 60.09
R3 62.13 61.42 59.71
R2 60.73 60.73 59.58
R1 60.02 60.02 59.45 60.38
PP 59.33 59.33 59.33 59.50
S1 58.62 58.62 59.19 58.98
S2 57.93 57.93 59.06
S3 56.53 57.22 58.94
S4 55.13 55.82 58.55
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 68.32 67.03 61.47
R3 65.37 64.08 60.66
R2 62.42 62.42 60.39
R1 61.13 61.13 60.12 61.78
PP 59.47 59.47 59.47 59.79
S1 58.18 58.18 59.58 58.83
S2 56.52 56.52 59.31
S3 53.57 55.23 59.04
S4 50.62 52.28 58.23
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 5.0% 1.57 2.6% 52% False False 44,259
10 60.75 56.65 4.10 6.9% 1.80 3.0% 65% False False 42,395
20 60.75 51.30 9.45 15.9% 1.87 3.1% 85% False False 36,883
40 60.75 48.71 12.04 20.3% 1.88 3.2% 88% False False 31,585
60 60.75 48.71 12.04 20.3% 2.06 3.5% 88% False False 28,835
80 60.75 48.71 12.04 20.3% 2.07 3.5% 88% False False 24,029
100 69.14 48.71 20.43 34.4% 2.09 3.5% 52% False False 20,065
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.98
2.618 63.70
1.618 62.30
1.000 61.43
0.618 60.90
HIGH 60.03
0.618 59.50
0.500 59.33
0.382 59.16
LOW 58.63
0.618 57.76
1.000 57.23
1.618 56.36
2.618 54.96
4.250 52.68
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 59.33 59.50
PP 59.33 59.44
S1 59.32 59.38

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

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