NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 58.27 60.09 1.82 3.1% 54.97
High 60.55 61.56 1.01 1.7% 58.17
Low 58.13 59.49 1.36 2.3% 54.97
Close 60.49 61.01 0.52 0.9% 57.09
Range 2.42 2.07 -0.35 -14.5% 3.20
ATR 1.83 1.85 0.02 0.9% 0.00
Volume 12,988 17,101 4,113 31.7% 55,776
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.90 66.02 62.15
R3 64.83 63.95 61.58
R2 62.76 62.76 61.39
R1 61.88 61.88 61.20 62.32
PP 60.69 60.69 60.69 60.91
S1 59.81 59.81 60.82 60.25
S2 58.62 58.62 60.63
S3 56.55 57.74 60.44
S4 54.48 55.67 59.87
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.34 64.92 58.85
R3 63.14 61.72 57.97
R2 59.94 59.94 57.68
R1 58.52 58.52 57.38 59.23
PP 56.74 56.74 56.74 57.10
S1 55.32 55.32 56.80 56.03
S2 53.54 53.54 56.50
S3 50.34 52.12 56.21
S4 47.14 48.92 55.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.56 55.46 6.10 10.0% 1.58 2.6% 91% True False 11,849
10 61.56 54.00 7.56 12.4% 1.67 2.7% 93% True False 11,500
20 61.56 52.10 9.46 15.5% 1.68 2.8% 94% True False 9,911
40 61.56 51.33 10.23 16.8% 1.57 2.6% 95% True False 8,535
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.36
2.618 66.98
1.618 64.91
1.000 63.63
0.618 62.84
HIGH 61.56
0.618 60.77
0.500 60.53
0.382 60.28
LOW 59.49
0.618 58.21
1.000 57.42
1.618 56.14
2.618 54.07
4.250 50.69
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 60.85 60.53
PP 60.69 60.06
S1 60.53 59.58

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

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