NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 53.81 53.27 -0.54 -1.0% 52.28
High 54.05 55.59 1.54 2.8% 56.81
Low 53.18 52.98 -0.20 -0.4% 51.89
Close 53.45 55.44 1.99 3.7% 54.33
Range 0.87 2.61 1.74 200.0% 4.92
ATR 1.81 1.86 0.06 3.2% 0.00
Volume 7,136 9,044 1,908 26.7% 70,387
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.50 61.58 56.88
R3 59.89 58.97 56.16
R2 57.28 57.28 55.92
R1 56.36 56.36 55.68 56.82
PP 54.67 54.67 54.67 54.90
S1 53.75 53.75 55.20 54.21
S2 52.06 52.06 54.96
S3 49.45 51.14 54.72
S4 46.84 48.53 54.00
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 69.10 66.64 57.04
R3 64.18 61.72 55.68
R2 59.26 59.26 55.23
R1 56.80 56.80 54.78 58.03
PP 54.34 54.34 54.34 54.96
S1 51.88 51.88 53.88 53.11
S2 49.42 49.42 53.43
S3 44.50 46.96 52.98
S4 39.58 42.04 51.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.81 52.98 3.83 6.9% 1.80 3.3% 64% False True 12,445
10 56.81 51.35 5.46 9.8% 1.68 3.0% 75% False False 12,562
20 58.63 50.54 8.09 14.6% 1.69 3.0% 61% False False 12,411
40 60.65 50.54 10.11 18.2% 1.79 3.2% 48% False False 11,459
60 60.67 50.54 10.13 18.3% 1.84 3.3% 48% False False 9,720
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 66.68
2.618 62.42
1.618 59.81
1.000 58.20
0.618 57.20
HIGH 55.59
0.618 54.59
0.500 54.29
0.382 53.98
LOW 52.98
0.618 51.37
1.000 50.37
1.618 48.76
2.618 46.15
4.250 41.89
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 55.06 55.06
PP 54.67 54.67
S1 54.29 54.29

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

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