NYMEX Light Sweet Crude Oil Future July 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 60.47 60.19 -0.28 -0.5% 59.00
High 60.88 62.20 1.32 2.2% 60.95
Low 59.70 59.91 0.21 0.4% 57.67
Close 60.16 61.50 1.34 2.2% 60.36
Range 1.18 2.29 1.11 94.1% 3.28
ATR 1.88 1.91 0.03 1.6% 0.00
Volume 72,930 52,385 -20,545 -28.2% 469,753
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 68.07 67.08 62.76
R3 65.78 64.79 62.13
R2 63.49 63.49 61.92
R1 62.50 62.50 61.71 63.00
PP 61.20 61.20 61.20 61.45
S1 60.21 60.21 61.29 60.71
S2 58.91 58.91 61.08
S3 56.62 57.92 60.87
S4 54.33 55.63 60.24
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.50 68.21 62.16
R3 66.22 64.93 61.26
R2 62.94 62.94 60.96
R1 61.65 61.65 60.66 62.30
PP 59.66 59.66 59.66 59.98
S1 58.37 58.37 60.06 59.02
S2 56.38 56.38 59.76
S3 53.10 55.09 59.46
S4 49.82 51.81 58.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.20 58.00 4.20 6.8% 1.77 2.9% 83% True False 86,555
10 62.20 56.99 5.21 8.5% 1.70 2.8% 87% True False 88,340
20 62.20 52.89 9.31 15.1% 1.81 2.9% 92% True False 92,370
40 62.20 47.46 14.74 24.0% 2.02 3.3% 95% True False 69,239
60 62.20 47.46 14.74 24.0% 2.01 3.3% 95% True False 61,532
80 62.20 47.46 14.74 24.0% 2.18 3.5% 95% True False 52,081
100 64.44 47.46 16.98 27.6% 2.23 3.6% 83% False False 43,545
120 78.21 47.46 30.75 50.0% 2.20 3.6% 46% False False 37,181
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 71.93
2.618 68.20
1.618 65.91
1.000 64.49
0.618 63.62
HIGH 62.20
0.618 61.33
0.500 61.06
0.382 60.78
LOW 59.91
0.618 58.49
1.000 57.62
1.618 56.20
2.618 53.91
4.250 50.18
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 61.35 61.29
PP 61.20 61.09
S1 61.06 60.88

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

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