NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 60.03 59.85 -0.18 -0.3% 59.49
High 60.36 60.22 -0.14 -0.2% 60.75
Low 59.25 59.06 -0.19 -0.3% 57.80
Close 59.85 59.52 -0.33 -0.6% 59.85
Range 1.11 1.16 0.05 4.5% 2.95
ATR 1.98 1.93 -0.06 -3.0% 0.00
Volume 62,472 51,389 -11,083 -17.7% 207,105
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.08 62.46 60.16
R3 61.92 61.30 59.84
R2 60.76 60.76 59.73
R1 60.14 60.14 59.63 59.87
PP 59.60 59.60 59.60 59.47
S1 58.98 58.98 59.41 58.71
S2 58.44 58.44 59.31
S3 57.28 57.82 59.20
S4 56.12 56.66 58.88
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 68.32 67.03 61.47
R3 65.37 64.08 60.66
R2 62.42 62.42 60.39
R1 61.13 61.13 60.12 61.78
PP 59.47 59.47 59.47 59.79
S1 58.18 58.18 59.58 58.83
S2 56.52 56.52 59.31
S3 53.57 55.23 59.04
S4 50.62 52.28 58.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.75 57.80 2.95 5.0% 1.62 2.7% 58% False False 44,740
10 60.75 55.68 5.07 8.5% 1.81 3.0% 76% False False 42,857
20 60.75 51.30 9.45 15.9% 1.86 3.1% 87% False False 36,738
40 60.75 48.71 12.04 20.2% 1.88 3.2% 90% False False 31,515
60 60.75 48.71 12.04 20.2% 2.10 3.5% 90% False False 28,624
80 60.75 48.71 12.04 20.2% 2.07 3.5% 90% False False 23,747
100 69.35 48.71 20.64 34.7% 2.09 3.5% 52% False False 19,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.15
2.618 63.26
1.618 62.10
1.000 61.38
0.618 60.94
HIGH 60.22
0.618 59.78
0.500 59.64
0.382 59.50
LOW 59.06
0.618 58.34
1.000 57.90
1.618 57.18
2.618 56.02
4.250 54.13
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 59.64 59.49
PP 59.60 59.45
S1 59.56 59.42

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

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