NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 62.23 63.07 0.84 1.3% 62.09
High 63.19 63.27 0.08 0.1% 63.27
Low 61.89 62.17 0.28 0.5% 60.80
Close 63.07 62.94 -0.13 -0.2% 62.94
Range 1.30 1.10 -0.20 -15.4% 2.47
ATR 1.71 1.67 -0.04 -2.5% 0.00
Volume 83,535 67,384 -16,151 -19.3% 291,828
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 66.09 65.62 63.55
R3 64.99 64.52 63.24
R2 63.89 63.89 63.14
R1 63.42 63.42 63.04 63.11
PP 62.79 62.79 62.79 62.64
S1 62.32 62.32 62.84 62.01
S2 61.69 61.69 62.74
S3 60.59 61.22 62.64
S4 59.49 60.12 62.34
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.75 68.81 64.30
R3 67.28 66.34 63.62
R2 64.81 64.81 63.39
R1 63.87 63.87 63.17 64.34
PP 62.34 62.34 62.34 62.57
S1 61.40 61.40 62.71 61.87
S2 59.87 59.87 62.49
S3 57.40 58.93 62.26
S4 54.93 56.46 61.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.27 60.80 2.47 3.9% 1.35 2.2% 87% True False 58,365
10 63.27 59.67 3.60 5.7% 1.50 2.4% 91% True False 56,004
20 63.27 55.49 7.78 12.4% 1.64 2.6% 96% True False 58,641
40 63.27 51.95 11.32 18.0% 1.81 2.9% 97% True False 50,119
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.95
2.618 66.15
1.618 65.05
1.000 64.37
0.618 63.95
HIGH 63.27
0.618 62.85
0.500 62.72
0.382 62.59
LOW 62.17
0.618 61.49
1.000 61.07
1.618 60.39
2.618 59.29
4.250 57.50
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 62.87 62.68
PP 62.79 62.41
S1 62.72 62.15

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

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