NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 59.49 59.69 0.20 0.3% 55.28
High 60.33 59.83 -0.50 -0.8% 60.52
Low 58.27 58.18 -0.09 -0.2% 55.24
Close 59.75 58.68 -1.07 -1.8% 59.14
Range 2.06 1.65 -0.41 -19.9% 5.28
ATR 2.07 2.04 -0.03 -1.5% 0.00
Volume 34,790 27,865 -6,925 -19.9% 207,234
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.85 62.91 59.59
R3 62.20 61.26 59.13
R2 60.55 60.55 58.98
R1 59.61 59.61 58.83 59.26
PP 58.90 58.90 58.90 58.72
S1 57.96 57.96 58.53 57.61
S2 57.25 57.25 58.38
S3 55.60 56.31 58.23
S4 53.95 54.66 57.77
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 56.65 3.87 6.6% 2.04 3.5% 52% False False 40,531
10 60.52 53.59 6.93 11.8% 1.85 3.1% 73% False False 39,760
20 60.52 51.13 9.39 16.0% 2.02 3.4% 80% False False 32,156
40 60.52 48.71 11.81 20.1% 1.92 3.3% 84% False False 29,688
60 60.52 48.71 11.81 20.1% 2.08 3.5% 84% False False 26,142
80 60.52 48.71 11.81 20.1% 2.07 3.5% 84% False False 21,432
100 76.63 48.71 27.92 47.6% 2.17 3.7% 36% False False 18,036
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.84
2.618 64.15
1.618 62.50
1.000 61.48
0.618 60.85
HIGH 59.83
0.618 59.20
0.500 59.01
0.382 58.81
LOW 58.18
0.618 57.16
1.000 56.53
1.618 55.51
2.618 53.86
4.250 51.17
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 59.01 59.26
PP 58.90 59.06
S1 58.79 58.87

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

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