NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 13-Apr-2015
Day Change Summary
Previous Current
10-Apr-2015 13-Apr-2015 Change Change % Previous Week
Open 54.99 56.00 1.01 1.8% 53.41
High 56.12 57.06 0.94 1.7% 57.23
Low 54.39 55.80 1.41 2.6% 53.41
Close 56.08 56.27 0.19 0.3% 56.08
Range 1.73 1.26 -0.47 -27.2% 3.82
ATR 2.12 2.06 -0.06 -2.9% 0.00
Volume 40,786 43,745 2,959 7.3% 230,980
Daily Pivots for day following 13-Apr-2015
Classic Woodie Camarilla DeMark
R4 60.16 59.47 56.96
R3 58.90 58.21 56.62
R2 57.64 57.64 56.50
R1 56.95 56.95 56.39 57.30
PP 56.38 56.38 56.38 56.55
S1 55.69 55.69 56.15 56.04
S2 55.12 55.12 56.04
S3 53.86 54.43 55.92
S4 52.60 53.17 55.58
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.03 65.38 58.18
R3 63.21 61.56 57.13
R2 59.39 59.39 56.78
R1 57.74 57.74 56.43 58.57
PP 55.57 55.57 55.57 55.99
S1 53.92 53.92 55.73 54.75
S2 51.75 51.75 55.38
S3 47.93 50.10 55.03
S4 44.11 46.28 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.23 54.17 3.06 5.4% 1.74 3.1% 69% False False 47,664
10 57.23 52.13 5.10 9.1% 1.91 3.4% 81% False False 38,025
20 57.23 49.69 7.54 13.4% 2.09 3.7% 87% False False 33,975
40 59.95 49.69 10.26 18.2% 1.90 3.4% 64% False False 32,778
60 59.95 49.69 10.26 18.2% 2.05 3.6% 64% False False 30,262
80 60.97 49.69 11.28 20.0% 2.10 3.7% 58% False False 25,420
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 62.42
2.618 60.36
1.618 59.10
1.000 58.32
0.618 57.84
HIGH 57.06
0.618 56.58
0.500 56.43
0.382 56.28
LOW 55.80
0.618 55.02
1.000 54.54
1.618 53.76
2.618 52.50
4.250 50.45
Fisher Pivots for day following 13-Apr-2015
Pivot 1 day 3 day
R1 56.43 56.09
PP 56.38 55.91
S1 56.32 55.73

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

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