NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 61.13 60.69 -0.44 -0.7% 60.25
High 61.80 60.82 -0.98 -1.6% 62.75
Low 60.38 59.32 -1.06 -1.8% 59.32
Close 60.84 60.54 -0.30 -0.5% 60.54
Range 1.42 1.50 0.08 5.6% 3.43
ATR 1.88 1.85 -0.03 -1.4% 0.00
Volume 187,240 190,734 3,494 1.9% 950,510
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 64.73 64.13 61.37
R3 63.23 62.63 60.95
R2 61.73 61.73 60.82
R1 61.13 61.13 60.68 60.68
PP 60.23 60.23 60.23 60.00
S1 59.63 59.63 60.40 59.18
S2 58.73 58.73 60.27
S3 57.23 58.13 60.13
S4 55.73 56.63 59.72
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.16 69.28 62.43
R3 67.73 65.85 61.48
R2 64.30 64.30 61.17
R1 62.42 62.42 60.85 63.36
PP 60.87 60.87 60.87 61.34
S1 58.99 58.99 60.23 59.93
S2 57.44 57.44 59.91
S3 54.01 55.56 59.60
S4 50.58 52.13 58.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.75 59.32 3.43 5.7% 1.58 2.6% 36% False True 190,102
10 63.62 59.09 4.53 7.5% 1.80 3.0% 32% False False 155,472
20 63.62 56.99 6.63 11.0% 1.77 2.9% 54% False False 123,123
40 63.62 48.20 15.42 25.5% 1.96 3.2% 80% False False 95,196
60 63.62 47.46 16.16 26.7% 1.92 3.2% 81% False False 80,081
80 63.62 47.46 16.16 26.7% 2.10 3.5% 81% False False 68,191
100 63.62 47.46 16.16 26.7% 2.13 3.5% 81% False False 57,043
120 77.60 47.46 30.14 49.8% 2.22 3.7% 43% False False 48,795
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.20
2.618 64.75
1.618 63.25
1.000 62.32
0.618 61.75
HIGH 60.82
0.618 60.25
0.500 60.07
0.382 59.89
LOW 59.32
0.618 58.39
1.000 57.82
1.618 56.89
2.618 55.39
4.250 52.95
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 60.38 61.04
PP 60.23 60.87
S1 60.07 60.71

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

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