NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 59.16 57.65 -1.51 -2.6% 54.89
High 59.16 58.47 -0.69 -1.2% 59.90
Low 57.38 56.99 -0.39 -0.7% 54.54
Close 57.88 57.57 -0.31 -0.5% 58.47
Range 1.78 1.48 -0.30 -16.9% 5.36
ATR 2.14 2.09 -0.05 -2.2% 0.00
Volume 67,216 87,470 20,254 30.1% 511,675
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.12 61.32 58.38
R3 60.64 59.84 57.98
R2 59.16 59.16 57.84
R1 58.36 58.36 57.71 58.02
PP 57.68 57.68 57.68 57.51
S1 56.88 56.88 57.43 56.54
S2 56.20 56.20 57.30
S3 54.72 55.40 57.16
S4 53.24 53.92 56.76
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 56.99 2.91 5.1% 1.82 3.2% 20% False True 93,355
10 59.90 52.98 6.92 12.0% 1.83 3.2% 66% False False 93,426
20 59.90 50.00 9.90 17.2% 2.14 3.7% 76% False False 74,246
40 59.90 47.46 12.44 21.6% 2.01 3.5% 81% False False 60,892
60 59.90 47.46 12.44 21.6% 2.19 3.8% 81% False False 52,445
80 59.90 47.46 12.44 21.6% 2.21 3.8% 81% False False 43,211
100 74.90 47.46 27.44 47.7% 2.30 4.0% 37% False False 36,142
120 81.61 47.46 34.15 59.3% 2.19 3.8% 30% False False 30,799
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.76
2.618 62.34
1.618 60.86
1.000 59.95
0.618 59.38
HIGH 58.47
0.618 57.90
0.500 57.73
0.382 57.56
LOW 56.99
0.618 56.08
1.000 55.51
1.618 54.60
2.618 53.12
4.250 50.70
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 57.73 58.36
PP 57.68 58.09
S1 57.62 57.83

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

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