NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 60.44 61.45 1.01 1.7% 59.85
High 61.48 61.54 0.06 0.1% 61.54
Low 60.19 60.27 0.08 0.1% 58.63
Close 61.31 61.06 -0.25 -0.4% 61.06
Range 1.29 1.27 -0.02 -1.6% 2.91
ATR 1.88 1.84 -0.04 -2.3% 0.00
Volume 62,172 54,675 -7,497 -12.1% 226,630
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 64.77 64.18 61.76
R3 63.50 62.91 61.41
R2 62.23 62.23 61.29
R1 61.64 61.64 61.18 61.30
PP 60.96 60.96 60.96 60.79
S1 60.37 60.37 60.94 60.03
S2 59.69 59.69 60.83
S3 58.42 59.10 60.71
S4 57.15 57.83 60.36
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.14 68.01 62.66
R3 66.23 65.10 61.86
R2 63.32 63.32 61.59
R1 62.19 62.19 61.33 62.76
PP 60.41 60.41 60.41 60.69
S1 59.28 59.28 60.79 59.85
S2 57.50 57.50 60.53
S3 54.59 56.37 60.26
S4 51.68 53.46 59.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.54 58.63 2.91 4.8% 1.52 2.5% 84% True False 45,326
10 61.54 57.80 3.74 6.1% 1.66 2.7% 87% True False 43,373
20 61.54 52.89 8.65 14.2% 1.81 3.0% 94% True False 40,785
40 61.54 48.71 12.83 21.0% 1.92 3.1% 96% True False 32,729
60 61.54 48.71 12.83 21.0% 1.96 3.2% 96% True False 30,344
80 61.54 48.71 12.83 21.0% 2.04 3.3% 96% True False 25,754
100 66.34 48.71 17.63 28.9% 2.10 3.4% 70% False False 21,476
120 79.78 48.71 31.07 50.9% 2.04 3.3% 40% False False 18,385
Crabel Price Patterns
NR True
NR4 True
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.94
2.618 64.86
1.618 63.59
1.000 62.81
0.618 62.32
HIGH 61.54
0.618 61.05
0.500 60.91
0.382 60.76
LOW 60.27
0.618 59.49
1.000 59.00
1.618 58.22
2.618 56.95
4.250 54.87
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 61.01 60.76
PP 60.96 60.47
S1 60.91 60.17

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

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