NYMEX Light Sweet Crude Oil Future May 2015


Trading Metrics calculated at close of trading on 09-Apr-2015
Day Change Summary
Previous Current
08-Apr-2015 09-Apr-2015 Change Change % Previous Week
Open 53.18 51.00 -2.18 -4.1% 48.57
High 53.23 52.07 -1.16 -2.2% 50.45
Low 50.37 50.51 0.14 0.3% 47.05
Close 50.42 50.79 0.37 0.7% 49.14
Range 2.86 1.56 -1.30 -45.5% 3.40
ATR 2.55 2.49 -0.06 -2.5% 0.00
Volume 552,627 449,531 -103,096 -18.7% 1,172,718
Daily Pivots for day following 09-Apr-2015
Classic Woodie Camarilla DeMark
R4 55.80 54.86 51.65
R3 54.24 53.30 51.22
R2 52.68 52.68 51.08
R1 51.74 51.74 50.93 51.43
PP 51.12 51.12 51.12 50.97
S1 50.18 50.18 50.65 49.87
S2 49.56 49.56 50.50
S3 48.00 48.62 50.36
S4 46.44 47.06 49.93
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 59.08 57.51 51.01
R3 55.68 54.11 50.08
R2 52.28 52.28 49.76
R1 50.71 50.71 49.45 51.50
PP 48.88 48.88 48.88 49.27
S1 47.31 47.31 48.83 48.10
S2 45.48 45.48 48.52
S3 42.08 43.91 48.21
S4 38.68 40.51 47.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.13 48.11 6.02 11.9% 2.46 4.8% 45% False False 375,262
10 54.13 47.05 7.08 13.9% 2.56 5.0% 53% False False 394,839
20 54.13 44.03 10.10 19.9% 2.44 4.8% 67% False False 351,445
40 56.08 44.03 12.05 23.7% 2.31 4.6% 56% False False 242,115
60 56.08 44.03 12.05 23.7% 2.49 4.9% 56% False False 179,798
80 60.78 44.03 16.75 33.0% 2.52 5.0% 40% False False 140,490
100 77.67 44.03 33.64 66.2% 2.48 4.9% 20% False False 115,311
120 82.02 44.03 37.99 74.8% 2.34 4.6% 18% False False 97,434
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.70
2.618 56.15
1.618 54.59
1.000 53.63
0.618 53.03
HIGH 52.07
0.618 51.47
0.500 51.29
0.382 51.11
LOW 50.51
0.618 49.55
1.000 48.95
1.618 47.99
2.618 46.43
4.250 43.88
Fisher Pivots for day following 09-Apr-2015
Pivot 1 day 3 day
R1 51.29 52.25
PP 51.12 51.76
S1 50.96 51.28

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

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