NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	59.71	61.00	1.29	2.2%	60.27
High	61.62	61.30	-0.32	-0.5%	61.62
Low	59.25	60.46	1.21	2.0%	58.74
Close	61.11	61.04	-0.07	-0.1%	61.04
Range	2.37	0.84	-1.53	-64.6%	2.88
ATR	1.86	1.79	-0.07	-3.9%	0.00
Volume	16,486	31,169	14,683	89.1%	90,724

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.45	63.09	61.50
R3	62.61	62.25	61.27
R2	61.77	61.77	61.19
R1	61.41	61.41	61.12	61.59
PP	60.93	60.93	60.93	61.03
S1	60.57	60.57	60.96	60.75
S2	60.09	60.09	60.89
S3	59.25	59.73	60.81
S4	58.41	58.89	60.58

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	69.11	67.95	62.62
R3	66.23	65.07	61.83
R2	63.35	63.35	61.57
R1	62.19	62.19	61.30	62.77
PP	60.47	60.47	60.47	60.76
S1	59.31	59.31	60.78	59.89
S2	57.59	57.59	60.51
S3	54.71	56.43	60.25
S4	51.83	53.55	59.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.62	58.74	2.88	4.7%	1.61	2.6%	80%	False	False	18,144
10	61.62	56.29	5.33	8.7%	1.64	2.7%	89%	False	False	18,101
20	61.62	52.98	8.64	14.2%	1.75	2.9%	93%	False	False	16,768
40	61.62	50.54	11.08	18.2%	1.65	2.7%	95%	False	False	14,420
60	61.62	50.54	11.08	18.2%	1.85	3.0%	95%	False	False	12,987

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	64.87
2.618	63.50
1.618	62.66
1.000	62.14
0.618	61.82
HIGH	61.30
0.618	60.98
0.500	60.88
0.382	60.78
LOW	60.46
0.618	59.94
1.000	59.62
1.618	59.10
2.618	58.26
4.250	56.89

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	60.99	60.75
PP	60.93	60.47
S1	60.88	60.18

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols