NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 53.41 55.77 2.36 4.4% 52.87
High 56.19 57.23 1.04 1.9% 54.92
Low 53.41 55.27 1.86 3.5% 52.13
Close 56.13 57.15 1.02 1.8% 53.41
Range 2.78 1.96 -0.82 -29.5% 2.79
ATR 2.12 2.11 -0.01 -0.5% 0.00
Volume 36,405 34,341 -2,064 -5.7% 105,525
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 62.43 61.75 58.23
R3 60.47 59.79 57.69
R2 58.51 58.51 57.51
R1 57.83 57.83 57.33 58.17
PP 56.55 56.55 56.55 56.72
S1 55.87 55.87 56.97 56.21
S2 54.59 54.59 56.79
S3 52.63 53.91 56.61
S4 50.67 51.95 56.07
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 61.86 60.42 54.94
R3 59.07 57.63 54.18
R2 56.28 56.28 53.92
R1 54.84 54.84 53.67 55.56
PP 53.49 53.49 53.49 53.85
S1 52.05 52.05 53.15 52.77
S2 50.70 50.70 52.90
S3 47.91 49.26 52.64
S4 45.12 46.47 51.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.23 52.13 5.10 8.9% 2.21 3.9% 98% True False 30,950
10 57.23 52.01 5.22 9.1% 2.20 3.8% 98% True False 31,597
20 57.23 49.69 7.54 13.2% 2.10 3.7% 99% True False 29,412
40 59.95 49.69 10.26 18.0% 1.93 3.4% 73% False False 30,515
60 59.95 49.69 10.26 18.0% 2.08 3.6% 73% False False 27,957
80 64.74 49.69 15.05 26.3% 2.13 3.7% 50% False False 23,347
Crabel Price Patterns
NR True
NR4 True
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 65.56
2.618 62.36
1.618 60.40
1.000 59.19
0.618 58.44
HIGH 57.23
0.618 56.48
0.500 56.25
0.382 56.02
LOW 55.27
0.618 54.06
1.000 53.31
1.618 52.10
2.618 50.14
4.250 46.94
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 56.85 56.40
PP 56.55 55.65
S1 56.25 54.90

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

View Archives - Comment on this page... - Back to Index of Symbols