NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 53.27 54.69 1.42 2.7% 52.28
High 55.59 55.16 -0.43 -0.8% 56.81
Low 52.98 53.24 0.26 0.5% 51.89
Close 55.44 54.10 -1.34 -2.4% 54.33
Range 2.61 1.92 -0.69 -26.4% 4.92
ATR 1.86 1.89 0.02 1.3% 0.00
Volume 9,044 17,398 8,354 92.4% 70,387
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 59.93 58.93 55.16
R3 58.01 57.01 54.63
R2 56.09 56.09 54.45
R1 55.09 55.09 54.28 54.63
PP 54.17 54.17 54.17 53.94
S1 53.17 53.17 53.92 52.71
S2 52.25 52.25 53.75
S3 50.33 51.25 53.57
S4 48.41 49.33 53.04
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 69.10 66.64 57.04
R3 64.18 61.72 55.68
R2 59.26 59.26 55.23
R1 56.80 56.80 54.78 58.03
PP 54.34 54.34 54.34 54.96
S1 51.88 51.88 53.88 53.11
S2 49.42 49.42 53.43
S3 44.50 46.96 52.98
S4 39.58 42.04 51.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.29 52.98 3.31 6.1% 1.83 3.4% 34% False False 13,343
10 56.81 51.35 5.46 10.1% 1.73 3.2% 50% False False 12,190
20 58.25 50.54 7.71 14.3% 1.74 3.2% 46% False False 12,367
40 60.65 50.54 10.11 18.7% 1.75 3.2% 35% False False 11,532
60 60.67 50.54 10.13 18.7% 1.84 3.4% 35% False False 9,947
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.32
2.618 60.19
1.618 58.27
1.000 57.08
0.618 56.35
HIGH 55.16
0.618 54.43
0.500 54.20
0.382 53.97
LOW 53.24
0.618 52.05
1.000 51.32
1.618 50.13
2.618 48.21
4.250 45.08
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 54.20 54.29
PP 54.17 54.22
S1 54.13 54.16

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

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