NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 58.90 59.70 0.80 1.4% 55.28
High 60.52 60.15 -0.37 -0.6% 60.52
Low 58.18 58.77 0.59 1.0% 55.24
Close 59.85 59.14 -0.71 -1.2% 59.14
Range 2.34 1.38 -0.96 -41.0% 5.28
ATR 2.13 2.07 -0.05 -2.5% 0.00
Volume 57,748 42,675 -15,073 -26.1% 207,234
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.49 62.70 59.90
R3 62.11 61.32 59.52
R2 60.73 60.73 59.39
R1 59.94 59.94 59.27 59.65
PP 59.35 59.35 59.35 59.21
S1 58.56 58.56 59.01 58.27
S2 57.97 57.97 58.89
S3 56.59 57.18 58.76
S4 55.21 55.80 58.38
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 74.14 71.92 62.04
R3 68.86 66.64 60.59
R2 63.58 63.58 60.11
R1 61.36 61.36 59.62 62.47
PP 58.30 58.30 58.30 58.86
S1 56.08 56.08 58.66 57.19
S2 53.02 53.02 58.17
S3 47.74 50.80 57.69
S4 42.46 45.52 56.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.52 55.24 5.28 8.9% 1.84 3.1% 74% False False 41,446
10 60.52 52.89 7.63 12.9% 1.95 3.3% 82% False False 38,198
20 60.52 49.46 11.06 18.7% 2.03 3.4% 88% False False 30,983
40 60.52 48.71 11.81 20.0% 1.90 3.2% 88% False False 29,274
60 60.52 48.71 11.81 20.0% 2.09 3.5% 88% False False 25,622
80 60.55 48.71 11.84 20.0% 2.09 3.5% 88% False False 20,790
100 76.90 48.71 28.19 47.7% 2.15 3.6% 37% False False 17,477
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.02
2.618 63.76
1.618 62.38
1.000 61.53
0.618 61.00
HIGH 60.15
0.618 59.62
0.500 59.46
0.382 59.30
LOW 58.77
0.618 57.92
1.000 57.39
1.618 56.54
2.618 55.16
4.250 52.91
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 59.46 58.96
PP 59.35 58.77
S1 59.25 58.59

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

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