NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 61.71 61.69 -0.02 0.0% 60.45
High 61.91 61.98 0.07 0.1% 61.93
Low 60.80 60.92 0.12 0.2% 59.31
Close 61.58 61.38 -0.20 -0.3% 61.58
Range 1.11 1.06 -0.05 -4.5% 2.62
ATR 1.77 1.72 -0.05 -2.9% 0.00
Volume 43,307 30,473 -12,834 -29.6% 218,582
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 64.61 64.05 61.96
R3 63.55 62.99 61.67
R2 62.49 62.49 61.57
R1 61.93 61.93 61.48 61.68
PP 61.43 61.43 61.43 61.30
S1 60.87 60.87 61.28 60.62
S2 60.37 60.37 61.19
S3 59.31 59.81 61.09
S4 58.25 58.75 60.80
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 61.98 59.31 2.67 4.3% 1.42 2.3% 78% True False 37,969
10 61.98 58.32 3.66 6.0% 1.48 2.4% 84% True False 41,226
20 61.98 54.17 7.81 12.7% 1.66 2.7% 92% True False 43,818
40 61.98 49.69 12.29 20.0% 1.86 3.0% 95% True False 36,374
60 61.98 49.69 12.29 20.0% 1.84 3.0% 95% True False 34,933
80 61.98 49.69 12.29 20.0% 1.97 3.2% 95% True False 31,660
100 65.37 49.69 15.68 25.5% 2.03 3.3% 75% False False 27,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 66.49
2.618 64.76
1.618 63.70
1.000 63.04
0.618 62.64
HIGH 61.98
0.618 61.58
0.500 61.45
0.382 61.32
LOW 60.92
0.618 60.26
1.000 59.86
1.618 59.20
2.618 58.14
4.250 56.42
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 61.45 61.35
PP 61.43 61.32
S1 61.40 61.30

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

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