NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 60.25 60.27 0.02 0.0% 60.47
High 60.77 62.27 1.50 2.5% 63.62
Low 59.71 60.10 0.39 0.7% 59.09
Close 60.29 61.74 1.45 2.4% 60.35
Range 1.06 2.17 1.11 104.7% 4.53
ATR 1.91 1.93 0.02 1.0% 0.00
Volume 158,556 193,146 34,590 21.8% 604,212
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 67.88 66.98 62.93
R3 65.71 64.81 62.34
R2 63.54 63.54 62.14
R1 62.64 62.64 61.94 63.09
PP 61.37 61.37 61.37 61.60
S1 60.47 60.47 61.54 60.92
S2 59.20 59.20 61.34
S3 57.03 58.30 61.14
S4 54.86 56.13 60.55
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 7.3% 1.97 3.2% 58% False False 166,119
10 63.62 58.00 5.62 9.1% 1.87 3.0% 67% False False 126,337
20 63.62 56.00 7.62 12.3% 1.87 3.0% 75% False False 109,711
40 63.62 47.46 16.16 26.2% 2.03 3.3% 88% False False 83,707
60 63.62 47.46 16.16 26.2% 1.99 3.2% 88% False False 71,772
80 63.62 47.46 16.16 26.2% 2.13 3.4% 88% False False 61,481
100 63.62 47.46 16.16 26.2% 2.20 3.6% 88% False False 51,384
120 77.60 47.46 30.14 48.8% 2.22 3.6% 47% False False 43,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.49
2.618 67.95
1.618 65.78
1.000 64.44
0.618 63.61
HIGH 62.27
0.618 61.44
0.500 61.19
0.382 60.93
LOW 60.10
0.618 58.76
1.000 57.93
1.618 56.59
2.618 54.42
4.250 50.88
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 61.56 61.39
PP 61.37 61.03
S1 61.19 60.68

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

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