NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 59.73 60.85 1.12 1.9% 59.97
High 61.79 61.93 0.14 0.2% 61.22
Low 59.50 60.61 1.11 1.9% 58.32
Close 61.03 61.78 0.75 1.2% 60.50
Range 2.29 1.32 -0.97 -42.4% 2.90
ATR 1.86 1.82 -0.04 -2.1% 0.00
Volume 32,046 53,770 21,724 67.8% 198,408
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.40 64.91 62.51
R3 64.08 63.59 62.14
R2 62.76 62.76 62.02
R1 62.27 62.27 61.90 62.52
PP 61.44 61.44 61.44 61.56
S1 60.95 60.95 61.66 61.20
S2 60.12 60.12 61.54
S3 58.80 59.63 61.42
S4 57.48 58.31 61.05
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 61.93 59.31 2.62 4.2% 1.41 2.3% 94% True False 47,866
10 61.93 58.32 3.61 5.8% 1.61 2.6% 96% True False 41,870
20 61.93 52.56 9.37 15.2% 1.80 2.9% 98% True False 43,578
40 61.93 49.69 12.24 19.8% 1.87 3.0% 99% True False 36,707
60 61.93 49.69 12.24 19.8% 1.93 3.1% 99% True False 34,811
80 61.93 49.69 12.24 19.8% 1.99 3.2% 99% True False 31,068
100 67.97 49.69 18.28 29.6% 2.04 3.3% 66% False False 26,616
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.54
2.618 65.39
1.618 64.07
1.000 63.25
0.618 62.75
HIGH 61.93
0.618 61.43
0.500 61.27
0.382 61.11
LOW 60.61
0.618 59.79
1.000 59.29
1.618 58.47
2.618 57.15
4.250 55.00
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 61.61 61.39
PP 61.44 61.01
S1 61.27 60.62

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

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