NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 49.36 51.18 1.82 3.7% 48.19
High 52.03 51.87 -0.16 -0.3% 53.96
Low 48.79 49.65 0.86 1.8% 47.19
Close 51.75 50.60 -1.15 -2.2% 50.50
Range 3.24 2.22 -1.02 -31.5% 6.77
ATR 2.31 2.31 -0.01 -0.3% 0.00
Volume 112,302 157,870 45,568 40.6% 511,328
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 57.37 56.20 51.82
R3 55.15 53.98 51.21
R2 52.93 52.93 51.01
R1 51.76 51.76 50.80 51.24
PP 50.71 50.71 50.71 50.44
S1 49.54 49.54 50.40 49.02
S2 48.49 48.49 50.19
S3 46.27 47.32 49.99
S4 44.05 45.10 49.38
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.86 67.45 54.22
R3 64.09 60.68 52.36
R2 57.32 57.32 51.74
R1 53.91 53.91 51.12 55.62
PP 50.55 50.55 50.55 51.40
S1 47.14 47.14 49.88 48.85
S2 43.78 43.78 49.26
S3 37.01 40.37 48.64
S4 30.24 33.60 46.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.00 48.79 4.21 8.3% 2.30 4.5% 43% False False 119,447
10 53.96 46.67 7.29 14.4% 2.38 4.7% 54% False False 103,377
20 54.48 45.93 8.55 16.9% 2.21 4.4% 55% False False 106,206
40 57.27 45.93 11.34 22.4% 2.26 4.5% 41% False False 107,180
60 57.27 45.93 11.34 22.4% 2.41 4.8% 41% False False 96,488
80 66.29 45.93 20.36 40.2% 2.48 4.9% 23% False False 82,709
100 79.86 45.93 33.93 67.1% 2.44 4.8% 14% False False 73,267
120 84.00 45.93 38.07 75.2% 2.37 4.7% 12% False False 66,935
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.31
2.618 57.68
1.618 55.46
1.000 54.09
0.618 53.24
HIGH 51.87
0.618 51.02
0.500 50.76
0.382 50.50
LOW 49.65
0.618 48.28
1.000 47.43
1.618 46.06
2.618 43.84
4.250 40.22
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 50.76 50.54
PP 50.71 50.47
S1 50.65 50.41

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

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