NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 59.18 59.12 -0.06 -0.1% 59.49
High 60.03 61.27 1.24 2.1% 60.75
Low 58.63 58.80 0.17 0.3% 57.80
Close 59.32 60.52 1.20 2.0% 59.85
Range 1.40 2.47 1.07 76.4% 2.95
ATR 1.89 1.93 0.04 2.2% 0.00
Volume 25,458 32,936 7,478 29.4% 207,105
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.61 66.53 61.88
R3 65.14 64.06 61.20
R2 62.67 62.67 60.97
R1 61.59 61.59 60.75 62.13
PP 60.20 60.20 60.20 60.47
S1 59.12 59.12 60.29 59.66
S2 57.73 57.73 60.07
S3 55.26 56.65 59.84
S4 52.79 54.18 59.16
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 61.27 58.08 3.19 5.3% 1.76 2.9% 76% True False 43,167
10 61.27 57.80 3.47 5.7% 1.78 2.9% 78% True False 41,731
20 61.27 51.30 9.97 16.5% 1.93 3.2% 92% True False 37,579
40 61.27 48.71 12.56 20.8% 1.91 3.2% 94% True False 31,602
60 61.27 48.71 12.56 20.8% 2.05 3.4% 94% True False 29,204
80 61.27 48.71 12.56 20.8% 2.06 3.4% 94% True False 24,391
100 69.11 48.71 20.40 33.7% 2.10 3.5% 58% False False 20,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.49
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.77
2.618 67.74
1.618 65.27
1.000 63.74
0.618 62.80
HIGH 61.27
0.618 60.33
0.500 60.04
0.382 59.74
LOW 58.80
0.618 57.27
1.000 56.33
1.618 54.80
2.618 52.33
4.250 48.30
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 60.36 60.33
PP 60.20 60.14
S1 60.04 59.95

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

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