NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 59.03 59.00 -0.03 -0.1% 58.81
High 59.49 59.39 -0.10 -0.2% 59.87
Low 58.25 58.16 -0.09 -0.2% 56.99
Close 58.90 58.62 -0.28 -0.5% 58.90
Range 1.24 1.23 -0.01 -0.8% 2.88
ATR 2.07 2.01 -0.06 -2.9% 0.00
Volume 116,620 106,772 -9,848 -8.4% 437,993
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.41 61.75 59.30
R3 61.18 60.52 58.96
R2 59.95 59.95 58.85
R1 59.29 59.29 58.73 59.01
PP 58.72 58.72 58.72 58.58
S1 58.06 58.06 58.51 57.78
S2 57.49 57.49 58.39
S3 56.26 56.83 58.28
S4 55.03 55.60 57.94
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.23 65.94 60.48
R3 64.35 63.06 59.69
R2 61.47 61.47 59.43
R1 60.18 60.18 59.16 60.83
PP 58.59 58.59 58.59 58.91
S1 57.30 57.30 58.64 57.95
S2 55.71 55.71 58.37
S3 52.83 54.42 58.11
S4 49.95 51.54 57.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.87 56.99 2.88 4.9% 1.68 2.9% 57% False False 92,465
10 59.90 54.95 4.95 8.4% 1.87 3.2% 74% False False 96,309
20 59.90 50.23 9.67 16.5% 1.95 3.3% 87% False False 81,795
40 59.90 47.46 12.44 21.2% 1.97 3.4% 90% False False 64,910
60 59.90 47.46 12.44 21.2% 2.21 3.8% 90% False False 56,598
80 59.90 47.46 12.44 21.2% 2.20 3.8% 90% False False 46,881
100 69.85 47.46 22.39 38.2% 2.23 3.8% 50% False False 39,046
120 80.60 47.46 33.14 56.5% 2.21 3.8% 34% False False 33,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 64.62
2.618 62.61
1.618 61.38
1.000 60.62
0.618 60.15
HIGH 59.39
0.618 58.92
0.500 58.78
0.382 58.63
LOW 58.16
0.618 57.40
1.000 56.93
1.618 56.17
2.618 54.94
4.250 52.93
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 58.78 58.59
PP 58.72 58.56
S1 58.67 58.53

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

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