NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 52.28 53.56 1.28 2.4% 50.90
High 53.68 54.83 1.15 2.1% 55.37
Low 51.78 53.31 1.53 3.0% 50.90
Close 53.51 53.74 0.23 0.4% 53.51
Range 1.90 1.52 -0.38 -20.0% 4.47
ATR 2.37 2.31 -0.06 -2.6% 0.00
Volume 184,136 167,958 -16,178 -8.8% 904,056
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 58.52 57.65 54.58
R3 57.00 56.13 54.16
R2 55.48 55.48 54.02
R1 54.61 54.61 53.88 55.05
PP 53.96 53.96 53.96 54.18
S1 53.09 53.09 53.60 53.53
S2 52.44 52.44 53.46
S3 50.92 51.57 53.32
S4 49.40 50.05 52.90
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.67 64.56 55.97
R3 62.20 60.09 54.74
R2 57.73 57.73 54.33
R1 55.62 55.62 53.92 56.68
PP 53.26 53.26 53.26 53.79
S1 51.15 51.15 53.10 52.21
S2 48.79 48.79 52.69
S3 44.32 46.68 52.28
S4 39.85 42.21 51.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.37 51.78 3.59 6.7% 2.05 3.8% 55% False False 185,532
10 55.37 48.79 6.58 12.2% 2.14 4.0% 75% False False 151,670
20 55.37 45.93 9.44 17.6% 2.31 4.3% 83% False False 129,286
40 57.27 45.93 11.34 21.1% 2.18 4.1% 69% False False 117,881
60 57.27 45.93 11.34 21.1% 2.38 4.4% 69% False False 107,715
80 60.31 45.93 14.38 26.8% 2.46 4.6% 54% False False 92,740
100 77.70 45.93 31.77 59.1% 2.45 4.6% 25% False False 82,018
120 81.92 45.93 35.99 67.0% 2.34 4.3% 22% False False 73,770
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.29
2.618 58.81
1.618 57.29
1.000 56.35
0.618 55.77
HIGH 54.83
0.618 54.25
0.500 54.07
0.382 53.89
LOW 53.31
0.618 52.37
1.000 51.79
1.618 50.85
2.618 49.33
4.250 46.85
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 54.07 53.60
PP 53.96 53.45
S1 53.85 53.31

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

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