NYMEX Light Sweet Crude Oil Future May 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	55.92	56.56	0.64	1.1%	51.81
High	57.42	56.88	-0.54	-0.9%	57.42
Low	55.07	55.31	0.24	0.4%	51.47
Close	56.71	55.74	-0.97	-1.7%	55.74
Range	2.35	1.57	-0.78	-33.2%	5.95
ATR	2.42	2.36	-0.06	-2.5%	0.00
Volume	413,134	230,623	-182,511	-44.2%	1,959,221

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.69	59.78	56.60
R3	59.12	58.21	56.17
R2	57.55	57.55	56.03
R1	56.64	56.64	55.88	56.31
PP	55.98	55.98	55.98	55.81
S1	55.07	55.07	55.60	54.74
S2	54.41	54.41	55.45
S3	52.84	53.50	55.31
S4	51.27	51.93	54.88

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.73	70.18	59.01
R3	66.78	64.23	57.38
R2	60.83	60.83	56.83
R1	58.28	58.28	56.29	59.56
PP	54.88	54.88	54.88	55.51
S1	52.33	52.33	55.19	53.61
S2	48.93	48.93	54.65
S3	42.98	46.38	54.10
S4	37.03	40.43	52.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.42	51.47	5.95	10.7%	2.16	3.9%	72%	False	False	391,844
10	57.42	49.47	7.95	14.3%	2.28	4.1%	79%	False	False	423,066
20	57.42	44.82	12.60	22.6%	2.38	4.3%	87%	False	False	384,134
40	57.42	44.03	13.39	24.0%	2.21	4.0%	87%	False	False	285,668
60	57.42	44.03	13.39	24.0%	2.41	4.3%	87%	False	False	214,790
80	59.61	44.03	15.58	28.0%	2.42	4.3%	75%	False	False	167,995
100	77.67	44.03	33.64	60.4%	2.49	4.5%	35%	False	False	138,233
120	81.93	44.03	37.90	68.0%	2.34	4.2%	31%	False	False	116,694

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	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	63.55
2.618	60.99
1.618	59.42
1.000	58.45
0.618	57.85
HIGH	56.88
0.618	56.28
0.500	56.10
0.382	55.91
LOW	55.31
0.618	54.34
1.000	53.74
1.618	52.77
2.618	51.20
4.250	48.64

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	56.10	55.63
PP	55.98	55.52
S1	55.86	55.41

Download as Excel Spreadsheet

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

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