NYMEX Light Sweet Crude Oil Future September 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 60.58 60.45 -0.13 -0.2% 59.97
High 60.92 60.82 -0.10 -0.2% 61.22
Low 59.92 59.70 -0.22 -0.4% 58.32
Close 60.50 60.18 -0.32 -0.5% 60.50
Range 1.00 1.12 0.12 12.0% 2.90
ATR 1.93 1.87 -0.06 -3.0% 0.00
Volume 64,055 59,208 -4,847 -7.6% 198,408
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.59 63.01 60.80
R3 62.47 61.89 60.49
R2 61.35 61.35 60.39
R1 60.77 60.77 60.28 60.50
PP 60.23 60.23 60.23 60.10
S1 59.65 59.65 60.08 59.38
S2 59.11 59.11 59.97
S3 57.99 58.53 59.87
S4 56.87 57.41 59.56
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 68.71 67.51 62.10
R3 65.81 64.61 61.30
R2 62.91 62.91 61.03
R1 61.71 61.71 60.77 62.31
PP 60.01 60.01 60.01 60.32
S1 58.81 58.81 60.23 59.41
S2 57.11 57.11 59.97
S3 54.21 55.91 59.70
S4 51.31 53.01 58.91
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% 1.55 2.6% 64% False False 44,483
10 61.22 56.23 4.99 8.3% 1.75 2.9% 79% False False 44,819
20 61.22 52.13 9.09 15.1% 1.83 3.0% 89% False False 41,422
40 61.22 49.69 11.53 19.2% 1.84 3.1% 91% False False 35,878
60 61.22 49.69 11.53 19.2% 2.03 3.4% 91% False False 34,101
80 61.22 49.69 11.53 19.2% 2.01 3.3% 91% False False 29,827
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.58
2.618 63.75
1.618 62.63
1.000 61.94
0.618 61.51
HIGH 60.82
0.618 60.39
0.500 60.26
0.382 60.13
LOW 59.70
0.618 59.01
1.000 58.58
1.618 57.89
2.618 56.77
4.250 54.94
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 60.26 60.11
PP 60.23 60.03
S1 60.21 59.96

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

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