NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 15-Apr-2015
Day Change Summary
Previous Current
14-Apr-2015 15-Apr-2015 Change Change % Previous Week
Open 56.95 57.58 0.63 1.1% 54.23
High 58.04 60.20 2.16 3.7% 57.70
Low 56.89 57.58 0.69 1.2% 54.23
Close 57.60 60.09 2.49 4.3% 56.58
Range 1.15 2.62 1.47 127.8% 3.47
ATR 1.86 1.91 0.05 2.9% 0.00
Volume 10,273 17,969 7,696 74.9% 87,627
Daily Pivots for day following 15-Apr-2015
Classic Woodie Camarilla DeMark
R4 67.15 66.24 61.53
R3 64.53 63.62 60.81
R2 61.91 61.91 60.57
R1 61.00 61.00 60.33 61.46
PP 59.29 59.29 59.29 59.52
S1 58.38 58.38 59.85 58.84
S2 56.67 56.67 59.61
S3 54.05 55.76 59.37
S4 51.43 53.14 58.65
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 66.58 65.05 58.49
R3 63.11 61.58 57.53
R2 59.64 59.64 57.22
R1 58.11 58.11 56.90 58.88
PP 56.17 56.17 56.17 56.55
S1 54.64 54.64 56.26 55.41
S2 52.70 52.70 55.94
S3 49.23 51.17 55.63
S4 45.76 47.70 54.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.20 54.98 5.22 8.7% 1.58 2.6% 98% True False 15,136
10 60.20 52.98 7.22 12.0% 1.90 3.2% 98% True False 15,654
20 60.20 50.54 9.66 16.1% 1.83 3.0% 99% True False 14,119
40 60.22 50.54 9.68 16.1% 1.69 2.8% 99% False False 12,843
60 60.67 50.54 10.13 16.9% 1.81 3.0% 94% False False 11,542
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 71.34
2.618 67.06
1.618 64.44
1.000 62.82
0.618 61.82
HIGH 60.20
0.618 59.20
0.500 58.89
0.382 58.58
LOW 57.58
0.618 55.96
1.000 54.96
1.618 53.34
2.618 50.72
4.250 46.45
Fisher Pivots for day following 15-Apr-2015
Pivot 1 day 3 day
R1 59.69 59.48
PP 59.29 58.86
S1 58.89 58.25

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

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