NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 59.70 59.49 -0.21 -0.4% 55.28
High 60.15 60.33 0.18 0.3% 60.52
Low 58.77 58.27 -0.50 -0.9% 55.24
Close 59.14 59.75 0.61 1.0% 59.14
Range 1.38 2.06 0.68 49.3% 5.28
ATR 2.07 2.07 0.00 0.0% 0.00
Volume 42,675 34,790 -7,885 -18.5% 207,234
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 65.63 64.75 60.88
R3 63.57 62.69 60.32
R2 61.51 61.51 60.13
R1 60.63 60.63 59.94 61.07
PP 59.45 59.45 59.45 59.67
S1 58.57 58.57 59.56 59.01
S2 57.39 57.39 59.37
S3 55.33 56.51 59.18
S4 53.27 54.45 58.62
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 55.68 4.84 8.1% 1.99 3.3% 84% False False 40,974
10 60.52 53.59 6.93 11.6% 1.89 3.2% 89% False False 39,117
20 60.52 50.12 10.40 17.4% 2.02 3.4% 93% False False 31,834
40 60.52 48.71 11.81 19.8% 1.92 3.2% 93% False False 29,552
60 60.52 48.71 11.81 19.8% 2.08 3.5% 93% False False 25,975
80 60.52 48.71 11.81 19.8% 2.08 3.5% 93% False False 21,184
100 76.65 48.71 27.94 46.8% 2.16 3.6% 40% False False 17,789
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.09
2.618 65.72
1.618 63.66
1.000 62.39
0.618 61.60
HIGH 60.33
0.618 59.54
0.500 59.30
0.382 59.06
LOW 58.27
0.618 57.00
1.000 56.21
1.618 54.94
2.618 52.88
4.250 49.52
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 59.60 59.62
PP 59.45 59.48
S1 59.30 59.35

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

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