NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 59.00 59.22 0.22 0.4% 56.00
High 59.81 61.22 1.41 2.4% 60.92
Low 58.32 58.70 0.38 0.7% 55.80
Close 59.10 60.67 1.57 2.7% 59.56
Range 1.49 2.52 1.03 69.1% 5.12
ATR 1.96 2.00 0.04 2.0% 0.00
Volume 30,455 38,418 7,963 26.1% 234,326
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.76 66.73 62.06
R3 65.24 64.21 61.36
R2 62.72 62.72 61.13
R1 61.69 61.69 60.90 62.21
PP 60.20 60.20 60.20 60.45
S1 59.17 59.17 60.44 59.69
S2 57.68 57.68 60.21
S3 55.16 56.65 59.98
S4 52.64 54.13 59.28
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 74.12 71.96 62.38
R3 69.00 66.84 60.97
R2 63.88 63.88 60.50
R1 61.72 61.72 60.03 62.80
PP 58.76 58.76 58.76 59.30
S1 56.60 56.60 59.09 57.68
S2 53.64 53.64 58.62
S3 48.52 51.48 58.15
S4 43.40 46.36 56.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.22 58.32 2.90 4.8% 1.82 3.0% 81% True False 35,874
10 61.22 54.39 6.83 11.3% 1.84 3.0% 92% True False 40,946
20 61.22 52.13 9.09 15.0% 2.03 3.3% 94% True False 39,768
40 61.22 49.69 11.53 19.0% 1.88 3.1% 95% True False 34,545
60 61.22 49.69 11.53 19.0% 2.03 3.3% 95% True False 32,614
80 61.22 49.69 11.53 19.0% 2.02 3.3% 95% True False 28,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 71.93
2.618 67.82
1.618 65.30
1.000 63.74
0.618 62.78
HIGH 61.22
0.618 60.26
0.500 59.96
0.382 59.66
LOW 58.70
0.618 57.14
1.000 56.18
1.618 54.62
2.618 52.10
4.250 47.99
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 60.43 60.37
PP 60.20 60.07
S1 59.96 59.77

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

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