NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 56.28 57.53 1.25 2.2% 57.75
High 58.41 57.95 -0.46 -0.8% 58.63
Low 55.76 56.50 0.74 1.3% 55.73
Close 57.74 57.15 -0.59 -1.0% 57.15
Range 2.65 1.45 -1.20 -45.3% 2.90
ATR 2.21 2.16 -0.05 -2.5% 0.00
Volume 415,569 328,322 -87,247 -21.0% 1,812,247
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.55 60.80 57.95
R3 60.10 59.35 57.55
R2 58.65 58.65 57.42
R1 57.90 57.90 57.28 57.55
PP 57.20 57.20 57.20 57.03
S1 56.45 56.45 57.02 56.10
S2 55.75 55.75 56.88
S3 54.30 55.00 56.75
S4 52.85 53.55 56.35
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.87 64.41 58.75
R3 62.97 61.51 57.95
R2 60.07 60.07 57.68
R1 58.61 58.61 57.42 57.89
PP 57.17 57.17 57.17 56.81
S1 55.71 55.71 56.88 54.99
S2 54.27 54.27 56.62
S3 51.37 52.81 56.35
S4 48.47 49.91 55.56
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 5.1% 1.95 3.4% 49% False False 362,449
10 58.82 53.31 5.51 9.6% 1.97 3.4% 70% False False 306,886
20 58.82 48.79 10.03 17.6% 2.13 3.7% 83% False False 228,508
40 58.82 45.93 12.89 22.6% 2.08 3.6% 87% False False 167,755
60 58.82 45.93 12.89 22.6% 2.32 4.1% 87% False False 144,982
80 58.82 45.93 12.89 22.6% 2.34 4.1% 87% False False 123,944
100 70.25 45.93 24.32 42.6% 2.42 4.2% 46% False False 108,019
120 80.73 45.93 34.80 60.9% 2.37 4.2% 32% False False 95,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 64.11
2.618 61.75
1.618 60.30
1.000 59.40
0.618 58.85
HIGH 57.95
0.618 57.40
0.500 57.23
0.382 57.05
LOW 56.50
0.618 55.60
1.000 55.05
1.618 54.15
2.618 52.70
4.250 50.34
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 57.23 57.12
PP 57.20 57.10
S1 57.18 57.07

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

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