NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 59.22 60.58 1.36 2.3% 59.97
High 61.22 60.92 -0.30 -0.5% 61.22
Low 58.70 59.92 1.22 2.1% 58.32
Close 60.67 60.50 -0.17 -0.3% 60.50
Range 2.52 1.00 -1.52 -60.3% 2.90
ATR 2.00 1.93 -0.07 -3.6% 0.00
Volume 38,418 64,055 25,637 66.7% 198,408
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.45 62.97 61.05
R3 62.45 61.97 60.78
R2 61.45 61.45 60.68
R1 60.97 60.97 60.59 60.71
PP 60.45 60.45 60.45 60.32
S1 59.97 59.97 60.41 59.71
S2 59.45 59.45 60.32
S3 58.45 58.97 60.23
S4 57.45 57.97 59.95
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 68.71 67.51 62.10
R3 65.81 64.61 61.30
R2 62.91 62.91 61.03
R1 61.71 61.71 60.77 62.31
PP 60.01 60.01 60.01 60.32
S1 58.81 58.81 60.23 59.41
S2 57.11 57.11 59.97
S3 54.21 55.91 59.70
S4 51.31 53.01 58.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.22 58.32 2.90 4.8% 1.74 2.9% 75% False False 39,681
10 61.22 55.80 5.42 9.0% 1.76 2.9% 87% False False 43,273
20 61.22 52.13 9.09 15.0% 1.91 3.2% 92% False False 41,135
40 61.22 49.69 11.53 19.1% 1.85 3.1% 94% False False 35,222
60 61.22 49.69 11.53 19.1% 2.03 3.4% 94% False False 33,466
80 61.22 49.69 11.53 19.1% 2.01 3.3% 94% False False 29,180
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 65.17
2.618 63.54
1.618 62.54
1.000 61.92
0.618 61.54
HIGH 60.92
0.618 60.54
0.500 60.42
0.382 60.30
LOW 59.92
0.618 59.30
1.000 58.92
1.618 58.30
2.618 57.30
4.250 55.67
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 60.47 60.26
PP 60.45 60.01
S1 60.42 59.77

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

View Archives - Comment on this page... - Back to Index of Symbols