NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 10-Apr-2015
Day Change Summary
Previous Current
09-Apr-2015 10-Apr-2015 Change Change % Previous Week
Open 54.16 54.40 0.24 0.4% 52.89
High 55.50 55.55 0.05 0.1% 56.76
Low 54.10 53.75 -0.35 -0.6% 52.89
Close 54.42 55.51 1.09 2.0% 55.51
Range 1.40 1.80 0.40 28.6% 3.87
ATR 2.20 2.17 -0.03 -1.3% 0.00
Volume 39,177 31,842 -7,335 -18.7% 174,747
Daily Pivots for day following 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.34 59.72 56.50
R3 58.54 57.92 56.01
R2 56.74 56.74 55.84
R1 56.12 56.12 55.68 56.43
PP 54.94 54.94 54.94 55.09
S1 54.32 54.32 55.35 54.63
S2 53.14 53.14 55.18
S3 51.34 52.52 55.02
S4 49.54 50.72 54.52
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.66 64.96 57.64
R3 62.79 61.09 56.57
R2 58.92 58.92 56.22
R1 57.22 57.22 55.86 58.07
PP 55.05 55.05 55.05 55.48
S1 53.35 53.35 55.16 54.20
S2 51.18 51.18 54.80
S3 47.31 49.48 54.45
S4 43.44 45.61 53.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.76 52.89 3.87 7.0% 2.06 3.7% 68% False False 34,949
10 56.76 51.30 5.46 9.8% 2.06 3.7% 77% False False 30,966
20 56.76 48.71 8.05 14.5% 2.16 3.9% 84% False False 26,618
40 59.24 48.71 10.53 19.0% 1.97 3.6% 65% False False 26,873
60 59.24 48.71 10.53 19.0% 2.15 3.9% 65% False False 23,014
80 60.55 48.71 11.84 21.3% 2.18 3.9% 57% False False 18,545
100 76.90 48.71 28.19 50.8% 2.12 3.8% 24% False False 15,552
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.20
2.618 60.26
1.618 58.46
1.000 57.35
0.618 56.66
HIGH 55.55
0.618 54.86
0.500 54.65
0.382 54.44
LOW 53.75
0.618 52.64
1.000 51.95
1.618 50.84
2.618 49.04
4.250 46.10
Fisher Pivots for day following 10-Apr-2015
Pivot 1 day 3 day
R1 55.22 55.26
PP 54.94 55.01
S1 54.65 54.76

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

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