NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 60.85 61.71 0.86 1.4% 60.45
High 61.93 61.91 -0.02 0.0% 61.93
Low 60.61 60.80 0.19 0.3% 59.31
Close 61.78 61.58 -0.20 -0.3% 61.58
Range 1.32 1.11 -0.21 -15.9% 2.62
ATR 1.82 1.77 -0.05 -2.8% 0.00
Volume 53,770 43,307 -10,463 -19.5% 218,582
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 64.76 64.28 62.19
R3 63.65 63.17 61.89
R2 62.54 62.54 61.78
R1 62.06 62.06 61.68 61.75
PP 61.43 61.43 61.43 61.27
S1 60.95 60.95 61.48 60.64
S2 60.32 60.32 61.38
S3 59.21 59.84 61.27
S4 58.10 58.73 60.97
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 68.80 67.81 63.02
R3 66.18 65.19 62.30
R2 63.56 63.56 62.06
R1 62.57 62.57 61.82 63.07
PP 60.94 60.94 60.94 61.19
S1 59.95 59.95 61.34 60.45
S2 58.32 58.32 61.10
S3 55.70 57.33 60.86
S4 53.08 54.71 60.14
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 4.3% 1.43 2.3% 87% False False 43,716
10 61.93 58.32 3.61 5.9% 1.58 2.6% 90% False False 41,699
20 61.93 53.41 8.52 13.8% 1.75 2.8% 96% False False 44,114
40 61.93 49.69 12.24 19.9% 1.87 3.0% 97% False False 36,516
60 61.93 49.69 12.24 19.9% 1.89 3.1% 97% False False 34,866
80 61.93 49.69 12.24 19.9% 1.98 3.2% 97% False False 31,507
100 66.51 49.69 16.82 27.3% 2.04 3.3% 71% False False 26,978
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 66.63
2.618 64.82
1.618 63.71
1.000 63.02
0.618 62.60
HIGH 61.91
0.618 61.49
0.500 61.36
0.382 61.22
LOW 60.80
0.618 60.11
1.000 59.69
1.618 59.00
2.618 57.89
4.250 56.08
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 61.51 61.29
PP 61.43 61.00
S1 61.36 60.72

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

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