NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 59.20 60.15 0.95 1.6% 56.00
High 60.92 60.60 -0.32 -0.5% 60.92
Low 58.70 59.20 0.50 0.9% 55.80
Close 60.26 59.56 -0.70 -1.2% 59.56
Range 2.22 1.40 -0.82 -36.9% 5.12
ATR 2.07 2.02 -0.05 -2.3% 0.00
Volume 75,171 45,020 -30,151 -40.1% 234,326
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.99 63.17 60.33
R3 62.59 61.77 59.95
R2 61.19 61.19 59.82
R1 60.37 60.37 59.69 60.08
PP 59.79 59.79 59.79 59.64
S1 58.97 58.97 59.43 58.68
S2 58.39 58.39 59.30
S3 56.99 57.57 59.18
S4 55.59 56.17 58.79
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 74.12 71.96 62.38
R3 69.00 66.84 60.97
R2 63.88 63.88 60.50
R1 61.72 61.72 60.03 62.80
PP 58.76 58.76 58.76 59.30
S1 56.60 56.60 59.09 57.68
S2 53.64 53.64 58.62
S3 48.52 51.48 58.15
S4 43.40 46.36 56.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.92 55.80 5.12 8.6% 1.79 3.0% 73% False False 46,865
10 60.92 53.41 7.51 12.6% 1.92 3.2% 82% False False 46,530
20 60.92 50.43 10.49 17.6% 2.01 3.4% 87% False False 37,881
40 60.92 49.69 11.23 18.9% 1.86 3.1% 88% False False 33,836
60 60.92 49.69 11.23 18.9% 2.02 3.4% 88% False False 32,078
80 60.93 49.69 11.24 18.9% 2.03 3.4% 88% False False 27,180
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.55
2.618 64.27
1.618 62.87
1.000 62.00
0.618 61.47
HIGH 60.60
0.618 60.07
0.500 59.90
0.382 59.73
LOW 59.20
0.618 58.33
1.000 57.80
1.618 56.93
2.618 55.53
4.250 53.25
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 59.90 59.38
PP 59.79 59.20
S1 59.67 59.02

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

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