NYMEX Light Sweet Crude Oil Future December 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	61.20	60.98	-0.22	-0.4%	57.49
High	61.68	61.85	0.17	0.3%	61.98
Low	60.33	59.87	-0.46	-0.8%	57.30
Close	60.71	61.49	0.78	1.3%	60.71
Range	1.35	1.98	0.63	46.7%	4.68
ATR	1.89	1.89	0.01	0.4%	0.00
Volume	64,392	55,703	-8,689	-13.5%	309,560

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.01	66.23	62.58
R3	65.03	64.25	62.03
R2	63.05	63.05	61.85
R1	62.27	62.27	61.67	62.66
PP	61.07	61.07	61.07	61.27
S1	60.29	60.29	61.31	60.68
S2	59.09	59.09	61.13
S3	57.11	58.31	60.95
S4	55.13	56.33	60.40

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	74.04	72.05	63.28
R3	69.36	67.37	62.00
R2	64.68	64.68	61.57
R1	62.69	62.69	61.14	63.69
PP	60.00	60.00	60.00	60.49
S1	58.01	58.01	60.28	59.01
S2	55.32	55.32	59.85
S3	50.64	53.33	59.42
S4	45.96	48.65	58.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.98	57.80	4.18	6.8%	1.84	3.0%	88%	False	False	63,999
10	61.98	55.75	6.23	10.1%	1.73	2.8%	92%	False	False	61,958
20	61.98	53.30	8.68	14.1%	1.90	3.1%	94%	False	False	50,313

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	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	70.27
2.618	67.03
1.618	65.05
1.000	63.83
0.618	63.07
HIGH	61.85
0.618	61.09
0.500	60.86
0.382	60.63
LOW	59.87
0.618	58.65
1.000	57.89
1.618	56.67
2.618	54.69
4.250	51.46

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	61.28	61.30
PP	61.07	61.11
S1	60.86	60.93

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