NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 59.12 60.44 1.32 2.2% 59.49
High 61.27 61.48 0.21 0.3% 60.75
Low 58.80 60.19 1.39 2.4% 57.80
Close 60.52 61.31 0.79 1.3% 59.85
Range 2.47 1.29 -1.18 -47.8% 2.95
ATR 1.93 1.88 -0.05 -2.4% 0.00
Volume 32,936 62,172 29,236 88.8% 207,105
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 64.86 64.38 62.02
R3 63.57 63.09 61.66
R2 62.28 62.28 61.55
R1 61.80 61.80 61.43 62.04
PP 60.99 60.99 60.99 61.12
S1 60.51 60.51 61.19 60.75
S2 59.70 59.70 61.07
S3 58.41 59.22 60.96
S4 57.12 57.93 60.60
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 61.48 58.63 2.85 4.6% 1.49 2.4% 94% True False 46,885
10 61.48 57.80 3.68 6.0% 1.67 2.7% 95% True False 42,173
20 61.48 51.79 9.69 15.8% 1.85 3.0% 98% True False 39,351
40 61.48 48.71 12.77 20.8% 1.91 3.1% 99% True False 32,443
60 61.48 48.71 12.77 20.8% 2.00 3.3% 99% True False 29,816
80 61.48 48.71 12.77 20.8% 2.05 3.3% 99% True False 25,137
100 67.65 48.71 18.94 30.9% 2.10 3.4% 67% False False 20,955
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.96
2.618 64.86
1.618 63.57
1.000 62.77
0.618 62.28
HIGH 61.48
0.618 60.99
0.500 60.84
0.382 60.68
LOW 60.19
0.618 59.39
1.000 58.90
1.618 58.10
2.618 56.81
4.250 54.71
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 61.15 60.89
PP 60.99 60.47
S1 60.84 60.06

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

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