NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 54.67 54.99 0.32 0.6% 53.41
High 56.14 56.12 -0.02 0.0% 57.23
Low 54.67 54.39 -0.28 -0.5% 53.41
Close 55.06 56.08 1.02 1.9% 56.08
Range 1.47 1.73 0.26 17.7% 3.82
ATR 2.15 2.12 -0.03 -1.4% 0.00
Volume 48,131 40,786 -7,345 -15.3% 230,980
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.72 60.13 57.03
R3 58.99 58.40 56.56
R2 57.26 57.26 56.40
R1 56.67 56.67 56.24 56.97
PP 55.53 55.53 55.53 55.68
S1 54.94 54.94 55.92 55.24
S2 53.80 53.80 55.76
S3 52.07 53.21 55.60
S4 50.34 51.48 55.13
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.03 65.38 58.18
R3 63.21 61.56 57.13
R2 59.39 59.39 56.78
R1 57.74 57.74 56.43 58.57
PP 55.57 55.57 55.57 55.99
S1 53.92 53.92 55.73 54.75
S2 51.75 51.75 55.38
S3 47.93 50.10 55.03
S4 44.11 46.28 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.23 53.41 3.82 6.8% 2.05 3.6% 70% False False 46,196
10 57.23 52.13 5.10 9.1% 2.05 3.7% 77% False False 38,998
20 57.23 49.69 7.54 13.4% 2.14 3.8% 85% False False 33,131
40 59.95 49.69 10.26 18.3% 1.92 3.4% 62% False False 32,365
60 59.95 49.69 10.26 18.3% 2.08 3.7% 62% False False 29,919
80 60.98 49.69 11.29 20.1% 2.12 3.8% 57% False False 25,032
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.47
2.618 60.65
1.618 58.92
1.000 57.85
0.618 57.19
HIGH 56.12
0.618 55.46
0.500 55.26
0.382 55.05
LOW 54.39
0.618 53.32
1.000 52.66
1.618 51.59
2.618 49.86
4.250 47.04
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 55.81 55.83
PP 55.53 55.57
S1 55.26 55.32

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

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