NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 56.69 58.90 2.21 3.9% 52.89
High 59.41 60.52 1.11 1.9% 56.76
Low 56.65 58.18 1.53 2.7% 52.89
Close 59.30 59.85 0.55 0.9% 55.51
Range 2.76 2.34 -0.42 -15.2% 3.87
ATR 2.11 2.13 0.02 0.8% 0.00
Volume 39,579 57,748 18,169 45.9% 174,747
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.54 65.53 61.14
R3 64.20 63.19 60.49
R2 61.86 61.86 60.28
R1 60.85 60.85 60.06 61.36
PP 59.52 59.52 59.52 59.77
S1 58.51 58.51 59.64 59.02
S2 57.18 57.18 59.42
S3 54.84 56.17 59.21
S4 52.50 53.83 58.56
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 60.52 53.75 6.77 11.3% 1.93 3.2% 90% True False 39,280
10 60.52 51.79 8.73 14.6% 2.04 3.4% 92% True False 36,529
20 60.52 49.46 11.06 18.5% 2.06 3.4% 94% True False 30,280
40 60.52 48.71 11.81 19.7% 1.93 3.2% 94% True False 28,569
60 60.52 48.71 11.81 19.7% 2.08 3.5% 94% True False 25,209
80 60.55 48.71 11.84 19.8% 2.12 3.5% 94% False False 20,330
100 76.90 48.71 28.19 47.1% 2.14 3.6% 40% False False 17,103
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.47
2.618 66.65
1.618 64.31
1.000 62.86
0.618 61.97
HIGH 60.52
0.618 59.63
0.500 59.35
0.382 59.07
LOW 58.18
0.618 56.73
1.000 55.84
1.618 54.39
2.618 52.05
4.250 48.24
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 59.68 59.27
PP 59.52 58.68
S1 59.35 58.10

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

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