NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 56.21 54.67 -1.54 -2.7% 52.87
High 56.46 56.14 -0.32 -0.6% 54.92
Low 54.17 54.67 0.50 0.9% 52.13
Close 54.22 55.06 0.84 1.5% 53.41
Range 2.29 1.47 -0.82 -35.8% 2.79
ATR 2.17 2.15 -0.02 -0.8% 0.00
Volume 71,317 48,131 -23,186 -32.5% 105,525
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 59.70 58.85 55.87
R3 58.23 57.38 55.46
R2 56.76 56.76 55.33
R1 55.91 55.91 55.19 56.34
PP 55.29 55.29 55.29 55.50
S1 54.44 54.44 54.93 54.87
S2 53.82 53.82 54.79
S3 52.35 52.97 54.66
S4 50.88 51.50 54.25
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 57.23 52.56 4.67 8.5% 2.14 3.9% 54% False False 44,556
10 57.23 52.13 5.10 9.3% 2.22 4.0% 57% False False 38,591
20 57.23 49.69 7.54 13.7% 2.14 3.9% 71% False False 32,532
40 59.95 49.69 10.26 18.6% 1.93 3.5% 52% False False 31,927
60 59.95 49.69 10.26 18.6% 2.08 3.8% 52% False False 29,485
80 61.90 49.69 12.21 22.2% 2.12 3.9% 44% False False 24,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.39
2.618 59.99
1.618 58.52
1.000 57.61
0.618 57.05
HIGH 56.14
0.618 55.58
0.500 55.41
0.382 55.23
LOW 54.67
0.618 53.76
1.000 53.20
1.618 52.29
2.618 50.82
4.250 48.42
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 55.41 55.70
PP 55.29 55.49
S1 55.18 55.27

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

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