NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 51.78 50.70 -1.08 -2.1% 49.83
High 51.79 53.28 1.49 2.9% 55.09
Low 50.46 50.23 -0.23 -0.5% 48.79
Close 50.78 53.06 2.28 4.5% 51.87
Range 1.33 3.05 1.72 129.3% 6.30
ATR 2.14 2.20 0.07 3.0% 0.00
Volume 35,676 44,747 9,071 25.4% 222,984
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.34 60.25 54.74
R3 58.29 57.20 53.90
R2 55.24 55.24 53.62
R1 54.15 54.15 53.34 54.70
PP 52.19 52.19 52.19 52.46
S1 51.10 51.10 52.78 51.65
S2 49.14 49.14 52.50
S3 46.09 48.05 52.22
S4 43.04 45.00 51.38
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 70.82 67.64 55.34
R3 64.52 61.34 53.60
R2 58.22 58.22 53.03
R1 55.04 55.04 52.45 56.63
PP 51.92 51.92 51.92 52.71
S1 48.74 48.74 51.29 50.33
S2 45.62 45.62 50.72
S3 39.32 42.44 50.14
S4 33.02 36.14 48.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.09 50.23 4.86 9.2% 2.47 4.7% 58% False True 46,948
10 55.09 48.20 6.89 13.0% 2.24 4.2% 71% False False 42,663
20 56.20 47.46 8.74 16.5% 2.06 3.9% 64% False False 46,889
40 58.37 47.46 10.91 20.6% 2.19 4.1% 51% False False 44,965
60 58.37 47.46 10.91 20.6% 2.28 4.3% 51% False False 36,901
80 67.70 47.46 20.24 38.1% 2.31 4.3% 28% False False 29,629
100 79.75 47.46 32.29 60.9% 2.25 4.2% 17% False False 24,680
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.24
2.618 61.26
1.618 58.21
1.000 56.33
0.618 55.16
HIGH 53.28
0.618 52.11
0.500 51.76
0.382 51.40
LOW 50.23
0.618 48.35
1.000 47.18
1.618 45.30
2.618 42.25
4.250 37.27
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 52.63 52.63
PP 52.19 52.19
S1 51.76 51.76

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

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