NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 56.34 56.28 -0.06 -0.1% 53.56
High 57.19 58.41 1.22 2.1% 58.82
Low 55.73 55.76 0.03 0.1% 53.31
Close 56.16 57.74 1.58 2.8% 57.32
Range 1.46 2.65 1.19 81.5% 5.51
ATR 2.18 2.21 0.03 1.5% 0.00
Volume 329,631 415,569 85,938 26.1% 1,256,622
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.25 64.15 59.20
R3 62.60 61.50 58.47
R2 59.95 59.95 58.23
R1 58.85 58.85 57.98 59.40
PP 57.30 57.30 57.30 57.58
S1 56.20 56.20 57.50 56.75
S2 54.65 54.65 57.25
S3 52.00 53.55 57.01
S4 49.35 50.90 56.28
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 73.01 70.68 60.35
R3 67.50 65.17 58.84
R2 61.99 61.99 58.33
R1 59.66 59.66 57.83 60.83
PP 56.48 56.48 56.48 57.07
S1 54.15 54.15 56.81 55.32
S2 50.97 50.97 56.31
S3 45.46 48.64 55.80
S4 39.95 43.13 54.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.63 55.73 2.90 5.0% 1.95 3.4% 69% False False 348,600
10 58.82 51.78 7.04 12.2% 2.02 3.5% 85% False False 292,468
20 58.82 48.79 10.03 17.4% 2.24 3.9% 89% False False 217,547
40 58.82 45.93 12.89 22.3% 2.11 3.7% 92% False False 162,408
60 58.82 45.93 12.89 22.3% 2.32 4.0% 92% False False 140,296
80 58.82 45.93 12.89 22.3% 2.35 4.1% 92% False False 120,002
100 73.89 45.93 27.96 48.4% 2.48 4.3% 42% False False 105,035
120 81.21 45.93 35.28 61.1% 2.37 4.1% 33% False False 93,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 69.67
2.618 65.35
1.618 62.70
1.000 61.06
0.618 60.05
HIGH 58.41
0.618 57.40
0.500 57.09
0.382 56.77
LOW 55.76
0.618 54.12
1.000 53.11
1.618 51.47
2.618 48.82
4.250 44.50
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 57.52 57.52
PP 57.30 57.29
S1 57.09 57.07

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

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