NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 30-Apr-2015
Day Change Summary
Previous Current
29-Apr-2015 30-Apr-2015 Change Change % Previous Week
Open 56.93 58.55 1.62 2.8% 57.75
High 59.33 59.85 0.52 0.9% 58.63
Low 56.54 58.38 1.84 3.3% 55.73
Close 58.58 59.63 1.05 1.8% 57.15
Range 2.79 1.47 -1.32 -47.3% 2.90
ATR 2.13 2.08 -0.05 -2.2% 0.00
Volume 411,097 340,322 -70,775 -17.2% 1,812,247
Daily Pivots for day following 30-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.70 63.13 60.44
R3 62.23 61.66 60.03
R2 60.76 60.76 59.90
R1 60.19 60.19 59.76 60.48
PP 59.29 59.29 59.29 59.43
S1 58.72 58.72 59.50 59.01
S2 57.82 57.82 59.36
S3 56.35 57.25 59.23
S4 54.88 55.78 58.82
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 59.85 56.07 3.78 6.3% 1.77 3.0% 94% True False 322,432
10 59.85 55.73 4.12 6.9% 1.86 3.1% 95% True False 335,516
20 59.85 49.65 10.20 17.1% 2.04 3.4% 98% True False 270,731
40 59.85 45.93 13.92 23.3% 2.10 3.5% 98% True False 188,421
60 59.85 45.93 13.92 23.3% 2.22 3.7% 98% True False 161,209
80 59.85 45.93 13.92 23.3% 2.32 3.9% 98% True False 138,615
100 67.62 45.93 21.69 36.4% 2.39 4.0% 63% False False 119,055
120 79.86 45.93 33.93 56.9% 2.36 4.0% 40% False False 105,250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.10
2.618 63.70
1.618 62.23
1.000 61.32
0.618 60.76
HIGH 59.85
0.618 59.29
0.500 59.12
0.382 58.94
LOW 58.38
0.618 57.47
1.000 56.91
1.618 56.00
2.618 54.53
4.250 52.13
Fisher Pivots for day following 30-Apr-2015
Pivot 1 day 3 day
R1 59.46 59.07
PP 59.29 58.52
S1 59.12 57.96

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

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