NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 52.63 54.09 1.46 2.8% 51.67
High 54.92 54.75 -0.17 -0.3% 56.61
Low 52.13 52.56 0.43 0.8% 51.12
Close 54.74 53.41 -1.33 -2.4% 53.65
Range 2.79 2.19 -0.60 -21.5% 5.49
ATR 2.06 2.07 0.01 0.5% 0.00
Volume 34,253 32,590 -1,663 -4.9% 164,557
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.14 58.97 54.61
R3 57.95 56.78 54.01
R2 55.76 55.76 53.81
R1 54.59 54.59 53.61 54.08
PP 53.57 53.57 53.57 53.32
S1 52.40 52.40 53.21 51.89
S2 51.38 51.38 53.01
S3 49.19 50.21 52.81
S4 47.00 48.02 52.21
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.26 67.45 56.67
R3 64.77 61.96 55.16
R2 59.28 59.28 54.66
R1 56.47 56.47 54.15 57.88
PP 53.79 53.79 53.79 54.50
S1 50.98 50.98 53.15 52.39
S2 48.30 48.30 52.64
S3 42.81 45.49 52.14
S4 37.32 40.00 50.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.74 52.13 3.61 6.8% 2.06 3.9% 35% False False 31,801
10 56.61 50.43 6.18 11.6% 2.10 3.9% 48% False False 29,231
20 57.70 49.69 8.01 15.0% 1.99 3.7% 46% False False 28,917
40 59.95 49.69 10.26 19.2% 1.95 3.7% 36% False False 30,242
60 59.95 49.69 10.26 19.2% 2.05 3.8% 36% False False 27,304
80 66.51 49.69 16.82 31.5% 2.11 4.0% 22% False False 22,694
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.06
2.618 60.48
1.618 58.29
1.000 56.94
0.618 56.10
HIGH 54.75
0.618 53.91
0.500 53.66
0.382 53.40
LOW 52.56
0.618 51.21
1.000 50.37
1.618 49.02
2.618 46.83
4.250 43.25
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 53.66 53.53
PP 53.57 53.49
S1 53.49 53.45

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

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