NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 59.97 60.25 0.28 0.5% 60.47
High 60.83 60.77 -0.06 -0.1% 63.62
Low 59.09 59.71 0.62 1.0% 59.09
Close 60.35 60.29 -0.06 -0.1% 60.35
Range 1.74 1.06 -0.68 -39.1% 4.53
ATR 1.97 1.91 -0.07 -3.3% 0.00
Volume 175,615 158,556 -17,059 -9.7% 604,212
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 63.44 62.92 60.87
R3 62.38 61.86 60.58
R2 61.32 61.32 60.48
R1 60.80 60.80 60.39 61.06
PP 60.26 60.26 60.26 60.39
S1 59.74 59.74 60.19 60.00
S2 59.20 59.20 60.10
S3 58.14 58.68 60.00
S4 57.08 57.62 59.71
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 74.61 72.01 62.84
R3 70.08 67.48 61.60
R2 65.55 65.55 61.18
R1 62.95 62.95 60.77 61.99
PP 61.02 61.02 61.02 60.54
S1 58.42 58.42 59.93 57.46
S2 56.49 56.49 59.52
S3 51.96 53.89 59.10
S4 47.43 49.36 57.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.62 59.09 4.53 7.5% 2.00 3.3% 26% False False 137,967
10 63.62 57.67 5.95 9.9% 1.81 3.0% 44% False False 112,574
20 63.62 54.95 8.67 14.4% 1.84 3.0% 62% False False 104,442
40 63.62 47.46 16.16 26.8% 2.03 3.4% 79% False False 80,211
60 63.62 47.46 16.16 26.8% 1.99 3.3% 79% False False 69,469
80 63.62 47.46 16.16 26.8% 2.15 3.6% 79% False False 59,333
100 63.62 47.46 16.16 26.8% 2.21 3.7% 79% False False 49,583
120 77.60 47.46 30.14 50.0% 2.21 3.7% 43% False False 42,358
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 65.28
2.618 63.55
1.618 62.49
1.000 61.83
0.618 61.43
HIGH 60.77
0.618 60.37
0.500 60.24
0.382 60.11
LOW 59.71
0.618 59.05
1.000 58.65
1.618 57.99
2.618 56.93
4.250 55.21
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 60.27 60.75
PP 60.26 60.59
S1 60.24 60.44

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

View Archives - Comment on this page... - Back to Index of Symbols