NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 59.85 59.54 -0.31 -0.5% 59.43
High 60.88 59.63 -1.25 -2.1% 61.85
Low 59.06 57.09 -1.97 -3.3% 58.42
Close 59.43 57.26 -2.17 -3.7% 59.69
Range 1.82 2.54 0.72 39.6% 3.43
ATR 1.93 1.97 0.04 2.3% 0.00
Volume 144,389 24,691 -119,698 -82.9% 1,740,395
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 65.61 63.98 58.66
R3 63.07 61.44 57.96
R2 60.53 60.53 57.73
R1 58.90 58.90 57.49 58.45
PP 57.99 57.99 57.99 57.77
S1 56.36 56.36 57.03 55.91
S2 55.45 55.45 56.79
S3 52.91 53.82 56.56
S4 50.37 51.28 55.86
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 70.28 68.41 61.58
R3 66.85 64.98 60.63
R2 63.42 63.42 60.32
R1 61.55 61.55 60.00 62.49
PP 59.99 59.99 59.99 60.45
S1 58.12 58.12 59.38 59.06
S2 56.56 56.56 59.06
S3 53.13 54.69 58.75
S4 49.70 51.26 57.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.85 57.09 4.76 8.3% 1.84 3.2% 4% False True 235,887
10 62.58 57.09 5.49 9.6% 1.92 3.3% 3% False True 320,465
20 62.58 55.73 6.85 12.0% 1.87 3.3% 22% False False 320,578
40 62.58 48.41 14.17 24.7% 2.06 3.6% 62% False False 254,215
60 62.58 45.93 16.65 29.1% 2.04 3.6% 68% False False 205,716
80 62.58 45.93 16.65 29.1% 2.20 3.8% 68% False False 177,730
100 62.58 45.93 16.65 29.1% 2.25 3.9% 68% False False 153,228
120 76.75 45.93 30.82 53.8% 2.37 4.1% 37% False False 135,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 70.43
2.618 66.28
1.618 63.74
1.000 62.17
0.618 61.20
HIGH 59.63
0.618 58.66
0.500 58.36
0.382 58.06
LOW 57.09
0.618 55.52
1.000 54.55
1.618 52.98
2.618 50.44
4.250 46.30
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 58.36 58.99
PP 57.99 58.41
S1 57.63 57.84

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

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