NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 57.30 56.65 -0.65 -1.1% 57.75
High 57.89 57.83 -0.06 -0.1% 58.63
Low 56.52 56.07 -0.45 -0.8% 55.73
Close 56.99 57.06 0.07 0.1% 57.15
Range 1.37 1.76 0.39 28.5% 2.90
ATR 2.10 2.08 -0.02 -1.2% 0.00
Volume 250,558 281,864 31,306 12.5% 1,812,247
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.27 61.42 58.03
R3 60.51 59.66 57.54
R2 58.75 58.75 57.38
R1 57.90 57.90 57.22 58.33
PP 56.99 56.99 56.99 57.20
S1 56.14 56.14 56.90 56.57
S2 55.23 55.23 56.74
S3 53.47 54.38 56.58
S4 51.71 52.62 56.09
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% 1.74 3.0% 50% False False 321,188
10 58.82 54.88 3.94 6.9% 1.97 3.4% 55% False False 320,683
20 58.82 48.79 10.03 17.6% 2.06 3.6% 82% False False 243,061
40 58.82 45.93 12.89 22.6% 2.07 3.6% 86% False False 175,316
60 58.82 45.93 12.89 22.6% 2.29 4.0% 86% False False 151,584
80 58.82 45.93 12.89 22.6% 2.34 4.1% 86% False False 129,954
100 69.00 45.93 23.07 40.4% 2.38 4.2% 48% False False 112,257
120 79.86 45.93 33.93 59.5% 2.36 4.1% 33% False False 99,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.31
2.618 62.44
1.618 60.68
1.000 59.59
0.618 58.92
HIGH 57.83
0.618 57.16
0.500 56.95
0.382 56.74
LOW 56.07
0.618 54.98
1.000 54.31
1.618 53.22
2.618 51.46
4.250 48.59
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 57.02 57.04
PP 56.99 57.03
S1 56.95 57.01

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

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