NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 60.62 60.32 -0.30 -0.5% 60.25
High 61.71 60.42 -1.29 -2.1% 62.75
Low 59.85 57.93 -1.92 -3.2% 59.32
Close 60.24 57.99 -2.25 -3.7% 60.54
Range 1.86 2.49 0.63 33.9% 3.43
ATR 1.85 1.90 0.05 2.4% 0.00
Volume 305,118 336,779 31,661 10.4% 950,510
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 66.25 64.61 59.36
R3 63.76 62.12 58.67
R2 61.27 61.27 58.45
R1 59.63 59.63 58.22 59.21
PP 58.78 58.78 58.78 58.57
S1 57.14 57.14 57.76 56.72
S2 56.29 56.29 57.53
S3 53.80 54.65 57.31
S4 51.31 52.16 56.62
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 57.93 4.82 8.3% 1.80 3.1% 1% False True 248,141
10 63.62 57.93 5.69 9.8% 1.89 3.3% 1% False True 207,130
20 63.62 56.99 6.63 11.4% 1.80 3.1% 15% False False 147,735
40 63.62 49.96 13.66 23.6% 1.97 3.4% 59% False False 109,577
60 63.62 47.46 16.16 27.9% 1.94 3.3% 65% False False 89,513
80 63.62 47.46 16.16 27.9% 2.10 3.6% 65% False False 75,484
100 63.62 47.46 16.16 27.9% 2.13 3.7% 65% False False 63,297
120 76.70 47.46 29.24 50.4% 2.23 3.8% 36% False False 54,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.00
2.618 66.94
1.618 64.45
1.000 62.91
0.618 61.96
HIGH 60.42
0.618 59.47
0.500 59.18
0.382 58.88
LOW 57.93
0.618 56.39
1.000 55.44
1.618 53.90
2.618 51.41
4.250 47.35
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 59.18 59.82
PP 58.78 59.21
S1 58.39 58.60

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

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