NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 59.27 61.23 1.96 3.3% 59.30
High 61.36 61.85 0.49 0.8% 62.58
Low 59.12 60.02 0.90 1.5% 58.14
Close 60.75 60.50 -0.25 -0.4% 59.39
Range 2.24 1.83 -0.41 -18.3% 4.44
ATR 2.02 2.00 -0.01 -0.7% 0.00
Volume 397,345 426,835 29,490 7.4% 1,899,969
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 66.28 65.22 61.51
R3 64.45 63.39 61.00
R2 62.62 62.62 60.84
R1 61.56 61.56 60.67 61.18
PP 60.79 60.79 60.79 60.60
S1 59.73 59.73 60.33 59.35
S2 58.96 58.96 60.16
S3 57.13 57.90 60.00
S4 55.30 56.07 59.49
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 61.85 58.14 3.71 6.1% 1.95 3.2% 64% True False 405,694
10 62.58 58.14 4.44 7.3% 1.86 3.1% 53% False False 364,191
20 62.58 55.73 6.85 11.3% 1.90 3.1% 70% False False 346,313
40 62.58 45.93 16.65 27.5% 2.13 3.5% 88% False False 246,280
60 62.58 45.93 16.65 27.5% 2.08 3.4% 88% False False 199,816
80 62.58 45.93 16.65 27.5% 2.22 3.7% 88% False False 171,902
100 62.58 45.93 16.65 27.5% 2.32 3.8% 88% False False 147,730
120 77.70 45.93 31.77 52.5% 2.37 3.9% 46% False False 130,178
Crabel Price Patterns
NR True
NR4 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.63
2.618 66.64
1.618 64.81
1.000 63.68
0.618 62.98
HIGH 61.85
0.618 61.15
0.500 60.94
0.382 60.72
LOW 60.02
0.618 58.89
1.000 58.19
1.618 57.06
2.618 55.23
4.250 52.24
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 60.94 60.43
PP 60.79 60.37
S1 60.65 60.30

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

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