NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 54.09 53.41 -0.68 -1.3% 52.87
High 54.75 56.19 1.44 2.6% 54.92
Low 52.56 53.41 0.85 1.6% 52.13
Close 53.41 56.13 2.72 5.1% 53.41
Range 2.19 2.78 0.59 26.9% 2.79
ATR 2.07 2.12 0.05 2.5% 0.00
Volume 32,590 36,405 3,815 11.7% 105,525
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.58 62.64 57.66
R3 60.80 59.86 56.89
R2 58.02 58.02 56.64
R1 57.08 57.08 56.38 57.55
PP 55.24 55.24 55.24 55.48
S1 54.30 54.30 55.88 54.77
S2 52.46 52.46 55.62
S3 49.68 51.52 55.37
S4 46.90 48.74 54.60
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.86 60.42 54.94
R3 59.07 57.63 54.18
R2 56.28 56.28 53.92
R1 54.84 54.84 53.67 55.56
PP 53.49 53.49 53.49 53.85
S1 52.05 52.05 53.15 52.77
S2 50.70 50.70 52.90
S3 47.91 49.26 52.64
S4 45.12 46.47 51.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.19 52.13 4.06 7.2% 2.08 3.7% 99% True False 28,386
10 56.61 51.12 5.49 9.8% 2.16 3.8% 91% False False 30,648
20 56.86 49.69 7.17 12.8% 2.05 3.7% 90% False False 28,931
40 59.95 49.69 10.26 18.3% 1.93 3.4% 63% False False 30,490
60 59.95 49.69 10.26 18.3% 2.07 3.7% 63% False False 27,608
80 65.37 49.69 15.68 27.9% 2.12 3.8% 41% False False 23,063
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.01
2.618 63.47
1.618 60.69
1.000 58.97
0.618 57.91
HIGH 56.19
0.618 55.13
0.500 54.80
0.382 54.47
LOW 53.41
0.618 51.69
1.000 50.63
1.618 48.91
2.618 46.13
4.250 41.60
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 55.69 55.47
PP 55.24 54.82
S1 54.80 54.16

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

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