NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 59.69 58.40 -1.29 -2.2% 55.28
High 59.83 59.31 -0.52 -0.9% 60.52
Low 58.18 57.80 -0.38 -0.7% 55.24
Close 58.68 58.49 -0.19 -0.3% 59.14
Range 1.65 1.51 -0.14 -8.5% 5.28
ATR 2.04 2.00 -0.04 -1.9% 0.00
Volume 27,865 38,396 10,531 37.8% 207,234
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.06 62.29 59.32
R3 61.55 60.78 58.91
R2 60.04 60.04 58.77
R1 59.27 59.27 58.63 59.66
PP 58.53 58.53 58.53 58.73
S1 57.76 57.76 58.35 58.15
S2 57.02 57.02 58.21
S3 55.51 56.25 58.07
S4 54.00 54.74 57.66
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 57.80 2.72 4.7% 1.79 3.1% 25% False True 40,294
10 60.52 53.75 6.77 11.6% 1.76 3.0% 70% False False 37,930
20 60.52 51.25 9.27 15.8% 2.02 3.5% 78% False False 33,311
40 60.52 48.71 11.81 20.2% 1.92 3.3% 83% False False 29,701
60 60.52 48.71 11.81 20.2% 2.08 3.6% 83% False False 26,555
80 60.52 48.71 11.81 20.2% 2.07 3.5% 83% False False 21,869
100 74.69 48.71 25.98 44.4% 2.16 3.7% 38% False False 18,391
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.73
2.618 63.26
1.618 61.75
1.000 60.82
0.618 60.24
HIGH 59.31
0.618 58.73
0.500 58.56
0.382 58.38
LOW 57.80
0.618 56.87
1.000 56.29
1.618 55.36
2.618 53.85
4.250 51.38
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 58.56 59.07
PP 58.53 58.87
S1 58.51 58.68

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

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