NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 59.30 58.95 -0.35 -0.6% 57.30
High 59.73 61.10 1.37 2.3% 59.90
Low 58.45 58.63 0.18 0.3% 56.07
Close 58.93 60.40 1.47 2.5% 59.15
Range 1.28 2.47 1.19 93.0% 3.83
ATR 1.99 2.03 0.03 1.7% 0.00
Volume 215,046 389,743 174,697 81.2% 1,528,594
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 67.45 66.40 61.76
R3 64.98 63.93 61.08
R2 62.51 62.51 60.85
R1 61.46 61.46 60.63 61.99
PP 60.04 60.04 60.04 60.31
S1 58.99 58.99 60.17 59.52
S2 57.57 57.57 59.95
S3 55.10 56.52 59.72
S4 52.63 54.05 59.04
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.86 68.34 61.26
R3 66.03 64.51 60.20
R2 62.20 62.20 59.85
R1 60.68 60.68 59.50 61.44
PP 58.37 58.37 58.37 58.76
S1 56.85 56.85 58.80 57.61
S2 54.54 54.54 58.45
S3 50.71 53.02 58.10
S4 46.88 49.19 57.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.10 56.54 4.56 7.5% 1.92 3.2% 85% True False 320,192
10 61.10 55.73 5.37 8.9% 1.83 3.0% 87% True False 320,690
20 61.10 51.78 9.32 15.4% 1.92 3.2% 92% True False 292,714
40 61.10 45.93 15.17 25.1% 2.12 3.5% 95% True False 200,641
60 61.10 45.93 15.17 25.1% 2.13 3.5% 95% True False 169,412
80 61.10 45.93 15.17 25.1% 2.30 3.8% 95% True False 146,978
100 64.34 45.93 18.41 30.5% 2.38 3.9% 79% False False 126,401
120 78.20 45.93 32.27 53.4% 2.36 3.9% 45% False False 111,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.60
2.618 67.57
1.618 65.10
1.000 63.57
0.618 62.63
HIGH 61.10
0.618 60.16
0.500 59.87
0.382 59.57
LOW 58.63
0.618 57.10
1.000 56.16
1.618 54.63
2.618 52.16
4.250 48.13
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 60.22 60.17
PP 60.04 59.94
S1 59.87 59.71

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

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