NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 61.21 62.25 1.04 1.7% 61.05
High 62.34 62.33 -0.01 0.0% 62.34
Low 61.05 61.26 0.21 0.3% 59.80
Close 62.21 62.04 -0.17 -0.3% 62.04
Range 1.29 1.07 -0.22 -17.1% 2.54
ATR 1.71 1.66 -0.05 -2.7% 0.00
Volume 26,118 18,107 -8,011 -30.7% 106,429
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 65.09 64.63 62.63
R3 64.02 63.56 62.33
R2 62.95 62.95 62.24
R1 62.49 62.49 62.14 62.19
PP 61.88 61.88 61.88 61.72
S1 61.42 61.42 61.94 61.12
S2 60.81 60.81 61.84
S3 59.74 60.35 61.75
S4 58.67 59.28 61.45
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.01 68.07 63.44
R3 66.47 65.53 62.74
R2 63.93 63.93 62.51
R1 62.99 62.99 62.27 63.46
PP 61.39 61.39 61.39 61.63
S1 60.45 60.45 61.81 60.92
S2 58.85 58.85 61.57
S3 56.31 57.91 61.34
S4 53.77 55.37 60.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.34 59.80 2.54 4.1% 1.38 2.2% 88% False False 21,285
10 62.34 58.74 3.60 5.8% 1.50 2.4% 92% False False 19,715
20 62.34 54.23 8.11 13.1% 1.63 2.6% 96% False False 18,753
40 62.34 50.54 11.80 19.0% 1.69 2.7% 97% False False 15,560
60 62.34 50.54 11.80 19.0% 1.71 2.8% 97% False False 13,939
80 62.34 50.54 11.80 19.0% 1.79 2.9% 97% False False 12,149
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.88
2.618 65.13
1.618 64.06
1.000 63.40
0.618 62.99
HIGH 62.33
0.618 61.92
0.500 61.80
0.382 61.67
LOW 61.26
0.618 60.60
1.000 60.19
1.618 59.53
2.618 58.46
4.250 56.71
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 61.96 61.75
PP 61.88 61.45
S1 61.80 61.16

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

View Archives - Comment on this page... - Back to Index of Symbols