NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 59.10 58.81 -0.29 -0.5% 54.89
High 59.51 59.72 0.21 0.4% 59.90
Low 58.07 57.60 -0.47 -0.8% 54.54
Close 58.47 59.05 0.58 1.0% 58.47
Range 1.44 2.12 0.68 47.2% 5.36
ATR 2.17 2.16 0.00 -0.2% 0.00
Volume 93,239 82,437 -10,802 -11.6% 511,675
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.15 64.22 60.22
R3 63.03 62.10 59.63
R2 60.91 60.91 59.44
R1 59.98 59.98 59.24 60.45
PP 58.79 58.79 58.79 59.02
S1 57.86 57.86 58.86 58.33
S2 56.67 56.67 58.66
S3 54.55 55.74 58.47
S4 52.43 53.62 57.88
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 73.72 71.45 61.42
R3 68.36 66.09 59.94
R2 63.00 63.00 59.45
R1 60.73 60.73 58.96 61.87
PP 57.64 57.64 57.64 58.20
S1 55.37 55.37 57.98 56.51
S2 52.28 52.28 57.49
S3 46.92 50.01 57.00
S4 41.56 44.65 55.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.90 54.95 4.95 8.4% 2.05 3.5% 83% False False 100,153
10 59.90 52.89 7.01 11.9% 1.98 3.4% 88% False False 93,926
20 59.90 48.79 11.11 18.8% 2.15 3.6% 92% False False 69,828
40 59.90 47.46 12.44 21.1% 2.02 3.4% 93% False False 59,597
60 59.90 47.46 12.44 21.1% 2.20 3.7% 93% False False 50,805
80 59.90 47.46 12.44 21.1% 2.21 3.7% 93% False False 41,470
100 77.08 47.46 29.62 50.2% 2.31 3.9% 39% False False 34,701
120 81.61 47.46 34.15 57.8% 2.18 3.7% 34% False False 29,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.73
2.618 65.27
1.618 63.15
1.000 61.84
0.618 61.03
HIGH 59.72
0.618 58.91
0.500 58.66
0.382 58.41
LOW 57.60
0.618 56.29
1.000 55.48
1.618 54.17
2.618 52.05
4.250 48.59
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 58.92 58.95
PP 58.79 58.85
S1 58.66 58.75

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

View Archives - Comment on this page... - Back to Index of Symbols