NYMEX Light Sweet Crude Oil Future May 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 56.56 56.16 -0.40 -0.7% 51.81
High 56.88 57.17 0.29 0.5% 57.42
Low 55.31 54.85 -0.46 -0.8% 51.47
Close 55.74 56.38 0.64 1.1% 55.74
Range 1.57 2.32 0.75 47.8% 5.95
ATR 2.36 2.36 0.00 -0.1% 0.00
Volume 230,623 112,382 -118,241 -51.3% 1,959,221
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.09 62.06 57.66
R3 60.77 59.74 57.02
R2 58.45 58.45 56.81
R1 57.42 57.42 56.59 57.94
PP 56.13 56.13 56.13 56.39
S1 55.10 55.10 56.17 55.62
S2 53.81 53.81 55.95
S3 51.49 52.78 55.74
S4 49.17 50.46 55.10
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 51.83 5.59 9.9% 2.30 4.1% 81% False False 339,213
10 57.42 50.08 7.34 13.0% 2.24 4.0% 86% False False 401,776
20 57.42 45.33 12.09 21.4% 2.36 4.2% 91% False False 370,795
40 57.42 44.03 13.39 23.7% 2.23 4.0% 92% False False 285,748
60 57.42 44.03 13.39 23.7% 2.40 4.2% 92% False False 216,065
80 58.66 44.03 14.63 25.9% 2.41 4.3% 84% False False 169,181
100 77.15 44.03 33.12 58.7% 2.50 4.4% 37% False False 139,216
120 81.93 44.03 37.90 67.2% 2.35 4.2% 33% False False 117,527
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 0.49
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.03
2.618 63.24
1.618 60.92
1.000 59.49
0.618 58.60
HIGH 57.17
0.618 56.28
0.500 56.01
0.382 55.74
LOW 54.85
0.618 53.42
1.000 52.53
1.618 51.10
2.618 48.78
4.250 44.99
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 56.26 56.30
PP 56.13 56.22
S1 56.01 56.14

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

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