NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 60.15 59.97 -0.18 -0.3% 56.00
High 60.60 60.75 0.15 0.2% 60.92
Low 59.20 58.69 -0.51 -0.9% 55.80
Close 59.56 60.22 0.66 1.1% 59.56
Range 1.40 2.06 0.66 47.1% 5.12
ATR 2.02 2.03 0.00 0.1% 0.00
Volume 45,020 35,197 -9,823 -21.8% 234,326
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.07 65.20 61.35
R3 64.01 63.14 60.79
R2 61.95 61.95 60.60
R1 61.08 61.08 60.41 61.52
PP 59.89 59.89 59.89 60.10
S1 59.02 59.02 60.03 59.46
S2 57.83 57.83 59.84
S3 55.77 56.96 59.65
S4 53.71 54.90 59.09
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 56.23 4.69 7.8% 1.95 3.2% 85% False False 45,155
10 60.92 54.17 6.75 11.2% 1.85 3.1% 90% False False 46,409
20 60.92 51.12 9.80 16.3% 2.00 3.3% 93% False False 38,529
40 60.92 49.69 11.23 18.6% 1.88 3.1% 94% False False 33,921
60 60.92 49.69 11.23 18.6% 2.01 3.3% 94% False False 32,213
80 60.92 49.69 11.23 18.6% 2.02 3.3% 94% False False 27,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.51
2.618 66.14
1.618 64.08
1.000 62.81
0.618 62.02
HIGH 60.75
0.618 59.96
0.500 59.72
0.382 59.48
LOW 58.69
0.618 57.42
1.000 56.63
1.618 55.36
2.618 53.30
4.250 49.94
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 60.05 60.08
PP 59.89 59.94
S1 59.72 59.81

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

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