NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 50.90 53.48 2.58 5.1% 50.27
High 53.65 55.37 1.72 3.2% 52.03
Low 50.90 52.66 1.76 3.5% 48.79
Close 53.57 55.23 1.66 3.1% 50.60
Range 2.75 2.71 -0.04 -1.5% 3.24
ATR 2.36 2.38 0.03 1.1% 0.00
Volume 144,350 107,666 -36,684 -25.4% 444,688
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.55 61.60 56.72
R3 59.84 58.89 55.98
R2 57.13 57.13 55.73
R1 56.18 56.18 55.48 56.66
PP 54.42 54.42 54.42 54.66
S1 53.47 53.47 54.98 53.95
S2 51.71 51.71 54.73
S3 49.00 50.76 54.48
S4 46.29 48.05 53.74
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.19 58.64 52.38
R3 56.95 55.40 51.49
R2 53.71 53.71 51.19
R1 52.16 52.16 50.90 52.94
PP 50.47 50.47 50.47 50.86
S1 48.92 48.92 50.30 49.70
S2 47.23 47.23 50.01
S3 43.99 45.68 49.71
S4 40.75 42.44 48.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.37 48.79 6.58 11.9% 2.47 4.5% 98% True False 121,579
10 55.37 48.41 6.96 12.6% 2.46 4.5% 98% True False 110,968
20 55.37 45.93 9.44 17.1% 2.32 4.2% 99% True False 108,567
40 57.27 45.93 11.34 20.5% 2.23 4.0% 82% False False 107,760
60 57.27 45.93 11.34 20.5% 2.43 4.4% 82% False False 98,400
80 64.34 45.93 18.41 33.3% 2.49 4.5% 51% False False 84,823
100 78.20 45.93 32.27 58.4% 2.45 4.4% 29% False False 75,132
120 83.25 45.93 37.32 67.6% 2.38 4.3% 25% False False 68,495
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.89
2.618 62.46
1.618 59.75
1.000 58.08
0.618 57.04
HIGH 55.37
0.618 54.33
0.500 54.02
0.382 53.70
LOW 52.66
0.618 50.99
1.000 49.95
1.618 48.28
2.618 45.57
4.250 41.14
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 54.83 54.32
PP 54.42 53.42
S1 54.02 52.51

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

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