NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 59.65 60.47 0.82 1.4% 56.38
High 61.04 60.91 -0.13 -0.2% 61.04
Low 59.08 59.56 0.48 0.8% 56.29
Close 60.62 59.92 -0.70 -1.2% 59.92
Range 1.96 1.35 -0.61 -31.1% 4.75
ATR 1.92 1.88 -0.04 -2.1% 0.00
Volume 29,512 18,304 -11,208 -38.0% 90,291
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 64.18 63.40 60.66
R3 62.83 62.05 60.29
R2 61.48 61.48 60.17
R1 60.70 60.70 60.04 60.42
PP 60.13 60.13 60.13 59.99
S1 59.35 59.35 59.80 59.07
S2 58.78 58.78 59.67
S3 57.43 58.00 59.55
S4 56.08 56.65 59.18
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 73.33 71.38 62.53
R3 68.58 66.63 61.23
R2 63.83 63.83 60.79
R1 61.88 61.88 60.36 62.86
PP 59.08 59.08 59.08 59.57
S1 57.13 57.13 59.48 58.11
S2 54.33 54.33 59.05
S3 49.58 52.38 58.61
S4 44.83 47.63 57.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.04 56.29 4.75 7.9% 1.66 2.8% 76% False False 18,058
10 61.04 54.23 6.81 11.4% 1.77 3.0% 84% False False 17,791
20 61.04 51.35 9.69 16.2% 1.75 2.9% 88% False False 14,991
40 61.04 50.54 10.50 17.5% 1.66 2.8% 89% False False 13,475
60 61.04 50.54 10.50 17.5% 1.81 3.0% 89% False False 12,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.65
2.618 64.44
1.618 63.09
1.000 62.26
0.618 61.74
HIGH 60.91
0.618 60.39
0.500 60.24
0.382 60.08
LOW 59.56
0.618 58.73
1.000 58.21
1.618 57.38
2.618 56.03
4.250 53.82
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 60.24 59.72
PP 60.13 59.51
S1 60.03 59.31

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

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