NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 60.69 59.02 -1.67 -2.8% 59.30
High 61.31 59.90 -1.41 -2.3% 62.58
Low 58.49 58.14 -0.35 -0.6% 58.14
Close 58.94 59.39 0.45 0.8% 59.39
Range 2.82 1.76 -1.06 -37.6% 4.44
ATR 2.09 2.07 -0.02 -1.1% 0.00
Volume 437,022 434,575 -2,447 -0.6% 1,899,969
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 64.42 63.67 60.36
R3 62.66 61.91 59.87
R2 60.90 60.90 59.71
R1 60.15 60.15 59.55 60.53
PP 59.14 59.14 59.14 59.33
S1 58.39 58.39 59.23 58.77
S2 57.38 57.38 59.07
S3 55.62 56.63 58.91
S4 53.86 54.87 58.42
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 73.36 70.81 61.83
R3 68.92 66.37 60.61
R2 64.48 64.48 60.20
R1 61.93 61.93 59.80 63.21
PP 60.04 60.04 60.04 60.67
S1 57.49 57.49 58.98 58.77
S2 55.60 55.60 58.58
S3 51.16 53.05 58.17
S4 46.72 48.61 56.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.58 58.14 4.44 7.5% 2.07 3.5% 28% False True 379,993
10 62.58 56.07 6.51 11.0% 1.93 3.3% 51% False False 342,856
20 62.58 53.31 9.27 15.6% 1.95 3.3% 66% False False 324,871
40 62.58 45.93 16.65 28.0% 2.16 3.6% 81% False False 225,421
60 62.58 45.93 16.65 28.0% 2.12 3.6% 81% False False 185,499
80 62.58 45.93 16.65 28.0% 2.30 3.9% 81% False False 160,881
100 62.58 45.93 16.65 28.0% 2.38 4.0% 81% False False 137,975
120 77.70 45.93 31.77 53.5% 2.38 4.0% 42% False False 121,405
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.38
2.618 64.51
1.618 62.75
1.000 61.66
0.618 60.99
HIGH 59.90
0.618 59.23
0.500 59.02
0.382 58.81
LOW 58.14
0.618 57.05
1.000 56.38
1.618 55.29
2.618 53.53
4.250 50.66
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 59.27 60.36
PP 59.14 60.04
S1 59.02 59.71

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

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