NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 55.01 57.19 2.18 4.0% 50.90
High 57.92 58.82 0.90 1.6% 55.37
Low 54.88 56.56 1.68 3.1% 50.90
Close 57.69 58.11 0.42 0.7% 53.51
Range 3.04 2.26 -0.78 -25.7% 4.47
ATR 2.32 2.32 0.00 -0.2% 0.00
Volume 333,568 269,515 -64,053 -19.2% 904,056
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 64.61 63.62 59.35
R3 62.35 61.36 58.73
R2 60.09 60.09 58.52
R1 59.10 59.10 58.32 59.60
PP 57.83 57.83 57.83 58.08
S1 56.84 56.84 57.90 57.34
S2 55.57 55.57 57.70
S3 53.31 54.58 57.49
S4 51.05 52.32 56.87
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 58.82 51.78 7.04 12.1% 2.08 3.6% 90% True False 236,335
10 58.82 49.65 9.17 15.8% 2.22 3.8% 92% True False 205,946
20 58.82 46.67 12.15 20.9% 2.29 3.9% 94% True False 153,566
40 58.82 45.93 12.89 22.2% 2.14 3.7% 94% True False 130,076
60 58.82 45.93 12.89 22.2% 2.33 4.0% 94% True False 117,302
80 59.98 45.93 14.05 24.2% 2.40 4.1% 87% False False 100,674
100 77.70 45.93 31.77 54.7% 2.47 4.3% 38% False False 89,358
120 81.92 45.93 35.99 61.9% 2.35 4.0% 34% False False 80,017
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.43
2.618 64.74
1.618 62.48
1.000 61.08
0.618 60.22
HIGH 58.82
0.618 57.96
0.500 57.69
0.382 57.42
LOW 56.56
0.618 55.16
1.000 54.30
1.618 52.90
2.618 50.64
4.250 46.96
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 57.97 57.49
PP 57.83 56.87
S1 57.69 56.25

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

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