NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 56.65 56.93 0.28 0.5% 57.75
High 57.83 59.33 1.50 2.6% 58.63
Low 56.07 56.54 0.47 0.8% 55.73
Close 57.06 58.58 1.52 2.7% 57.15
Range 1.76 2.79 1.03 58.5% 2.90
ATR 2.08 2.13 0.05 2.4% 0.00
Volume 281,864 411,097 129,233 45.8% 1,812,247
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.52 65.34 60.11
R3 63.73 62.55 59.35
R2 60.94 60.94 59.09
R1 59.76 59.76 58.84 60.35
PP 58.15 58.15 58.15 58.45
S1 56.97 56.97 58.32 57.56
S2 55.36 55.36 58.07
S3 52.57 54.18 57.81
S4 49.78 51.39 57.05
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 59.33 55.76 3.57 6.1% 2.00 3.4% 79% True False 337,482
10 59.33 55.73 3.60 6.1% 1.94 3.3% 79% True False 328,436
20 59.33 48.79 10.54 18.0% 2.13 3.6% 93% True False 259,330
40 59.33 45.93 13.40 22.9% 2.11 3.6% 94% True False 182,342
60 59.33 45.93 13.40 22.9% 2.27 3.9% 94% True False 157,197
80 59.33 45.93 13.40 22.9% 2.33 4.0% 94% True False 134,723
100 68.95 45.93 23.02 39.3% 2.39 4.1% 55% False False 116,010
120 79.86 45.93 33.93 57.9% 2.37 4.0% 37% False False 102,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 71.19
2.618 66.63
1.618 63.84
1.000 62.12
0.618 61.05
HIGH 59.33
0.618 58.26
0.500 57.94
0.382 57.61
LOW 56.54
0.618 54.82
1.000 53.75
1.618 52.03
2.618 49.24
4.250 44.68
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 58.37 58.29
PP 58.15 57.99
S1 57.94 57.70

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

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