NYMEX Light Sweet Crude Oil Future December 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	61.92	62.09	0.17	0.3%	60.98
High	62.32	62.31	-0.01	0.0%	62.55
Low	61.48	61.26	-0.22	-0.4%	59.67
Close	62.03	61.77	-0.26	-0.4%	62.03
Range	0.84	1.05	0.21	25.0%	2.88
ATR	1.81	1.75	-0.05	-3.0%	0.00
Volume	82,273	65,687	-16,586	-20.2%	268,215

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.93	64.40	62.35
R3	63.88	63.35	62.06
R2	62.83	62.83	61.96
R1	62.30	62.30	61.87	62.04
PP	61.78	61.78	61.78	61.65
S1	61.25	61.25	61.67	60.99
S2	60.73	60.73	61.58
S3	59.68	60.20	61.48
S4	58.63	59.15	61.19

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	70.06	68.92	63.61
R3	67.18	66.04	62.82
R2	64.30	64.30	62.56
R1	63.16	63.16	62.29	63.73
PP	61.42	61.42	61.42	61.70
S1	60.28	60.28	61.77	60.85
S2	58.54	58.54	61.50
S3	55.66	57.40	61.24
S4	52.78	54.52	60.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.55	59.67	2.88	4.7%	1.47	2.4%	73%	False	False	55,639
10	62.55	57.80	4.75	7.7%	1.65	2.7%	84%	False	False	59,819
20	62.55	54.32	8.23	13.3%	1.73	2.8%	91%	False	False	54,984

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	66.77
2.618	65.06
1.618	64.01
1.000	63.36
0.618	62.96
HIGH	62.31
0.618	61.91
0.500	61.79
0.382	61.66
LOW	61.26
0.618	60.61
1.000	60.21
1.618	59.56
2.618	58.51
4.250	56.80

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	61.79	61.64
PP	61.78	61.51
S1	61.78	61.38

Download as Excel Spreadsheet

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

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