NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 60.47 60.27 -0.20 -0.3% 56.38
High 60.91 61.07 0.16 0.3% 61.04
Low 59.56 59.20 -0.36 -0.6% 56.29
Close 59.92 60.63 0.71 1.2% 59.92
Range 1.35 1.87 0.52 38.5% 4.75
ATR 1.88 1.88 0.00 0.0% 0.00
Volume 18,304 15,097 -3,207 -17.5% 90,291
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.91 65.14 61.66
R3 64.04 63.27 61.14
R2 62.17 62.17 60.97
R1 61.40 61.40 60.80 61.79
PP 60.30 60.30 60.30 60.49
S1 59.53 59.53 60.46 59.92
S2 58.43 58.43 60.29
S3 56.56 57.66 60.12
S4 54.69 55.79 59.60
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 61.07 56.89 4.18 6.9% 1.79 3.0% 89% True False 18,231
10 61.07 54.72 6.35 10.5% 1.71 2.8% 93% True False 17,870
20 61.07 51.89 9.18 15.1% 1.75 2.9% 95% True False 15,319
40 61.07 50.54 10.53 17.4% 1.68 2.8% 96% True False 13,528
60 61.07 50.54 10.53 17.4% 1.83 3.0% 96% True False 12,265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.02
2.618 65.97
1.618 64.10
1.000 62.94
0.618 62.23
HIGH 61.07
0.618 60.36
0.500 60.14
0.382 59.91
LOW 59.20
0.618 58.04
1.000 57.33
1.618 56.17
2.618 54.30
4.250 51.25
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 60.47 60.45
PP 60.30 60.26
S1 60.14 60.08

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

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