NYMEX Light Sweet Crude Oil Future December 2015

Trading Metrics calculated at close of trading on 21-Apr-2015

Day Change Summary
	Previous	Current
	20-Apr-2015	21-Apr-2015	Change	Change %	Previous Week
Open	60.98	61.50	0.52	0.9%	57.49
High	61.85	61.59	-0.26	-0.4%	61.98
Low	59.87	60.07	0.20	0.3%	57.30
Close	61.49	60.50	-0.99	-1.6%	60.71
Range	1.98	1.52	-0.46	-23.2%	4.68
ATR	1.89	1.87	-0.03	-1.4%	0.00
Volume	55,703	42,299	-13,404	-24.1%	309,560

Daily Pivots for day following 21-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.28	64.41	61.34
R3	63.76	62.89	60.92
R2	62.24	62.24	60.78
R1	61.37	61.37	60.64	61.05
PP	60.72	60.72	60.72	60.56
S1	59.85	59.85	60.36	59.53
S2	59.20	59.20	60.22
S3	57.68	58.33	60.08
S4	56.16	56.81	59.66

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	58.38	3.60	6.0%	1.92	3.2%	59%	False	False	64,059
10	61.98	55.75	6.23	10.3%	1.71	2.8%	76%	False	False	61,287
20	61.98	54.10	7.88	13.0%	1.90	3.1%	81%	False	False	50,992

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	68.05
2.618	65.57
1.618	64.05
1.000	63.11
0.618	62.53
HIGH	61.59
0.618	61.01
0.500	60.83
0.382	60.65
LOW	60.07
0.618	59.13
1.000	58.55
1.618	57.61
2.618	56.09
4.250	53.61

Fisher Pivots for day following 21-Apr-2015
Pivot	1 day	3 day
R1	60.83	60.86
PP	60.72	60.74
S1	60.61	60.62

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