NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	60.47	60.27	-0.20	-0.3%	56.38
High	60.91	61.07	0.16	0.3%	61.04
Low	59.56	59.20	-0.36	-0.6%	56.29
Close	59.92	60.63	0.71	1.2%	59.92
Range	1.35	1.87	0.52	38.5%	4.75
ATR	1.88	1.88	0.00	0.0%	0.00
Volume	18,304	15,097	-3,207	-17.5%	90,291

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.91	65.14	61.66
R3	64.04	63.27	61.14
R2	62.17	62.17	60.97
R1	61.40	61.40	60.80	61.79
PP	60.30	60.30	60.30	60.49
S1	59.53	59.53	60.46	59.92
S2	58.43	58.43	60.29
S3	56.56	57.66	60.12
S4	54.69	55.79	59.60

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.33	71.38	62.53
R3	68.58	66.63	61.23
R2	63.83	63.83	60.79
R1	61.88	61.88	60.36	62.86
PP	59.08	59.08	59.08	59.57
S1	57.13	57.13	59.48	58.11
S2	54.33	54.33	59.05
S3	49.58	52.38	58.61
S4	44.83	47.63	57.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.07	56.89	4.18	6.9%	1.79	3.0%	89%	True	False	18,231
10	61.07	54.72	6.35	10.5%	1.71	2.8%	93%	True	False	17,870
20	61.07	51.89	9.18	15.1%	1.75	2.9%	95%	True	False	15,319
40	61.07	50.54	10.53	17.4%	1.68	2.8%	96%	True	False	13,528
60	61.07	50.54	10.53	17.4%	1.83	3.0%	96%	True	False	12,265

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.02
2.618	65.97
1.618	64.10
1.000	62.94
0.618	62.23
HIGH	61.07
0.618	60.36
0.500	60.14
0.382	59.91
LOW	59.20
0.618	58.04
1.000	57.33
1.618	56.17
2.618	54.30
4.250	51.25

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	60.47	60.45
PP	60.30	60.26
S1	60.14	60.08

Download as Excel Spreadsheet

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

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