NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 60.69 60.62 -0.07 -0.1% 60.25
High 60.82 61.71 0.89 1.5% 62.75
Low 59.32 59.85 0.53 0.9% 59.32
Close 60.54 60.24 -0.30 -0.5% 60.54
Range 1.50 1.86 0.36 24.0% 3.43
ATR 1.85 1.85 0.00 0.0% 0.00
Volume 190,734 305,118 114,384 60.0% 950,510
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 66.18 65.07 61.26
R3 64.32 63.21 60.75
R2 62.46 62.46 60.58
R1 61.35 61.35 60.41 60.98
PP 60.60 60.60 60.60 60.41
S1 59.49 59.49 60.07 59.12
S2 58.74 58.74 59.90
S3 56.88 57.63 59.73
S4 55.02 55.77 59.22
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% 1.74 2.9% 27% False False 219,414
10 63.62 59.09 4.53 7.5% 1.87 3.1% 25% False False 178,691
20 63.62 56.99 6.63 11.0% 1.76 2.9% 49% False False 134,257
40 63.62 48.79 14.83 24.6% 1.95 3.2% 77% False False 102,043
60 63.62 47.46 16.16 26.8% 1.93 3.2% 79% False False 84,484
80 63.62 47.46 16.16 26.8% 2.09 3.5% 79% False False 71,668
100 63.62 47.46 16.16 26.8% 2.12 3.5% 79% False False 60,027
120 77.08 47.46 29.62 49.2% 2.21 3.7% 43% False False 51,294
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 0.48
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.62
2.618 66.58
1.618 64.72
1.000 63.57
0.618 62.86
HIGH 61.71
0.618 61.00
0.500 60.78
0.382 60.56
LOW 59.85
0.618 58.70
1.000 57.99
1.618 56.84
2.618 54.98
4.250 51.95
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 60.78 60.56
PP 60.60 60.45
S1 60.42 60.35

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

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