NYMEX Light Sweet Crude Oil Future October 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 61.00 61.05 0.05 0.1% 60.27
High 61.30 61.28 -0.02 0.0% 61.62
Low 60.46 60.26 -0.20 -0.3% 58.74
Close 61.04 60.72 -0.32 -0.5% 61.04
Range 0.84 1.02 0.18 21.4% 2.88
ATR 1.79 1.73 -0.05 -3.1% 0.00
Volume 31,169 29,423 -1,746 -5.6% 90,724
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 63.81 63.29 61.28
R3 62.79 62.27 61.00
R2 61.77 61.77 60.91
R1 61.25 61.25 60.81 61.00
PP 60.75 60.75 60.75 60.63
S1 60.23 60.23 60.63 59.98
S2 59.73 59.73 60.53
S3 58.71 59.21 60.44
S4 57.69 58.19 60.16
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% 1.44 2.4% 69% False False 21,010
10 61.62 56.89 4.73 7.8% 1.62 2.7% 81% False False 19,620
20 61.62 52.98 8.64 14.2% 1.67 2.8% 90% False False 17,053
40 61.62 50.54 11.08 18.2% 1.64 2.7% 92% False False 14,901
60 61.62 50.54 11.08 18.2% 1.85 3.0% 92% False False 13,340
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.62
2.618 63.95
1.618 62.93
1.000 62.30
0.618 61.91
HIGH 61.28
0.618 60.89
0.500 60.77
0.382 60.65
LOW 60.26
0.618 59.63
1.000 59.24
1.618 58.61
2.618 57.59
4.250 55.93
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 60.77 60.63
PP 60.75 60.53
S1 60.74 60.44

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

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