NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 57.53 57.30 -0.23 -0.4% 57.75
High 57.95 57.89 -0.06 -0.1% 58.63
Low 56.50 56.52 0.02 0.0% 55.73
Close 57.15 56.99 -0.16 -0.3% 57.15
Range 1.45 1.37 -0.08 -5.5% 2.90
ATR 2.16 2.10 -0.06 -2.6% 0.00
Volume 328,322 250,558 -77,764 -23.7% 1,812,247
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.24 60.49 57.74
R3 59.87 59.12 57.37
R2 58.50 58.50 57.24
R1 57.75 57.75 57.12 57.44
PP 57.13 57.13 57.13 56.98
S1 56.38 56.38 56.86 56.07
S2 55.76 55.76 56.74
S3 54.39 55.01 56.61
S4 53.02 53.64 56.24
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 58.41 55.73 2.68 4.7% 1.77 3.1% 47% False False 335,664
10 58.82 53.68 5.14 9.0% 1.96 3.4% 64% False False 315,146
20 58.82 48.79 10.03 17.6% 2.05 3.6% 82% False False 233,408
40 58.82 45.93 12.89 22.6% 2.07 3.6% 86% False False 170,696
60 58.82 45.93 12.89 22.6% 2.32 4.1% 86% False False 147,824
80 58.82 45.93 12.89 22.6% 2.34 4.1% 86% False False 126,722
100 69.87 45.93 23.94 42.0% 2.38 4.2% 46% False False 109,987
120 80.73 45.93 34.80 61.1% 2.37 4.2% 32% False False 97,639
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 63.71
2.618 61.48
1.618 60.11
1.000 59.26
0.618 58.74
HIGH 57.89
0.618 57.37
0.500 57.21
0.382 57.04
LOW 56.52
0.618 55.67
1.000 55.15
1.618 54.30
2.618 52.93
4.250 50.70
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 57.21 57.09
PP 57.13 57.05
S1 57.06 57.02

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

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