NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 54.69 54.23 -0.46 -0.8% 53.83
High 55.16 56.72 1.56 2.8% 55.59
Low 53.24 54.23 0.99 1.9% 52.98
Close 54.10 56.70 2.60 4.8% 54.10
Range 1.92 2.49 0.57 29.7% 2.61
ATR 1.89 1.94 0.05 2.8% 0.00
Volume 17,398 14,308 -3,090 -17.8% 42,997
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.35 62.52 58.07
R3 60.86 60.03 57.38
R2 58.37 58.37 57.16
R1 57.54 57.54 56.93 57.96
PP 55.88 55.88 55.88 56.09
S1 55.05 55.05 56.47 55.47
S2 53.39 53.39 56.24
S3 50.90 52.56 56.02
S4 48.41 50.07 55.33
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.05 60.69 55.54
R3 59.44 58.08 54.82
R2 56.83 56.83 54.58
R1 55.47 55.47 54.34 56.15
PP 54.22 54.22 54.22 54.57
S1 52.86 52.86 53.86 53.54
S2 51.61 51.61 53.62
S3 49.00 50.25 53.38
S4 46.39 47.64 52.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.72 52.98 3.74 6.6% 1.82 3.2% 99% True False 11,461
10 56.81 51.89 4.92 8.7% 1.79 3.2% 98% False False 12,769
20 57.53 50.54 6.99 12.3% 1.79 3.2% 88% False False 12,347
40 60.65 50.54 10.11 17.8% 1.71 3.0% 61% False False 11,674
60 60.67 50.54 10.13 17.9% 1.85 3.3% 61% False False 10,112
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.30
2.618 63.24
1.618 60.75
1.000 59.21
0.618 58.26
HIGH 56.72
0.618 55.77
0.500 55.48
0.382 55.18
LOW 54.23
0.618 52.69
1.000 51.74
1.618 50.20
2.618 47.71
4.250 43.65
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 56.29 56.08
PP 55.88 55.47
S1 55.48 54.85

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

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