NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 58.81 59.16 0.35 0.6% 54.89
High 59.72 59.16 -0.56 -0.9% 59.90
Low 57.60 57.38 -0.22 -0.4% 54.54
Close 59.05 57.88 -1.17 -2.0% 58.47
Range 2.12 1.78 -0.34 -16.0% 5.36
ATR 2.16 2.14 -0.03 -1.3% 0.00
Volume 82,437 67,216 -15,221 -18.5% 511,675
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.48 62.46 58.86
R3 61.70 60.68 58.37
R2 59.92 59.92 58.21
R1 58.90 58.90 58.04 58.52
PP 58.14 58.14 58.14 57.95
S1 57.12 57.12 57.72 56.74
S2 56.36 56.36 57.55
S3 54.58 55.34 57.39
S4 52.80 53.56 56.90
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 56.00 3.90 6.7% 2.11 3.6% 48% False False 96,043
10 59.90 52.89 7.01 12.1% 1.92 3.3% 71% False False 96,400
20 59.90 49.96 9.94 17.2% 2.14 3.7% 80% False False 71,420
40 59.90 47.46 12.44 21.5% 2.01 3.5% 84% False False 60,401
60 59.90 47.46 12.44 21.5% 2.20 3.8% 84% False False 51,400
80 59.90 47.46 12.44 21.5% 2.21 3.8% 84% False False 42,187
100 76.70 47.46 29.24 50.5% 2.31 4.0% 36% False False 35,323
120 81.61 47.46 34.15 59.0% 2.19 3.8% 31% False False 30,090
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.73
2.618 63.82
1.618 62.04
1.000 60.94
0.618 60.26
HIGH 59.16
0.618 58.48
0.500 58.27
0.382 58.06
LOW 57.38
0.618 56.28
1.000 55.60
1.618 54.50
2.618 52.72
4.250 49.82
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 58.27 58.55
PP 58.14 58.33
S1 58.01 58.10

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

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