NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 60.11 59.00 -1.11 -1.8% 56.00
High 60.33 59.81 -0.52 -0.9% 60.92
Low 58.72 58.32 -0.40 -0.7% 55.80
Close 59.19 59.10 -0.09 -0.2% 59.56
Range 1.61 1.49 -0.12 -7.5% 5.12
ATR 2.00 1.96 -0.04 -1.8% 0.00
Volume 30,283 30,455 172 0.6% 234,326
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.55 62.81 59.92
R3 62.06 61.32 59.51
R2 60.57 60.57 59.37
R1 59.83 59.83 59.24 60.20
PP 59.08 59.08 59.08 59.26
S1 58.34 58.34 58.96 58.71
S2 57.59 57.59 58.83
S3 56.10 56.85 58.69
S4 54.61 55.36 58.28
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 58.32 2.60 4.4% 1.76 3.0% 30% False True 43,225
10 60.92 54.39 6.53 11.0% 1.73 2.9% 72% False False 41,917
20 60.92 52.02 8.90 15.1% 2.00 3.4% 80% False False 39,405
40 60.92 49.69 11.23 19.0% 1.88 3.2% 84% False False 33,991
60 60.92 49.69 11.23 19.0% 2.01 3.4% 84% False False 32,253
80 60.92 49.69 11.23 19.0% 2.01 3.4% 84% False False 28,027
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.14
2.618 63.71
1.618 62.22
1.000 61.30
0.618 60.73
HIGH 59.81
0.618 59.24
0.500 59.07
0.382 58.89
LOW 58.32
0.618 57.40
1.000 56.83
1.618 55.91
2.618 54.42
4.250 51.99
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 59.09 59.54
PP 59.08 59.39
S1 59.07 59.25

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

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