NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 60.66 60.05 -0.61 -1.0% 60.62
High 60.80 60.25 -0.55 -0.9% 61.71
Low 59.35 57.71 -1.64 -2.8% 57.93
Close 59.72 58.03 -1.69 -2.8% 59.72
Range 1.45 2.54 1.09 75.2% 3.78
ATR 1.84 1.89 0.05 2.7% 0.00
Volume 230,307 330,128 99,821 43.3% 1,489,098
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 66.28 64.70 59.43
R3 63.74 62.16 58.73
R2 61.20 61.20 58.50
R1 59.62 59.62 58.26 59.14
PP 58.66 58.66 58.66 58.43
S1 57.08 57.08 57.80 56.60
S2 56.12 56.12 57.56
S3 53.58 54.54 57.33
S4 51.04 52.00 56.63
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.13 69.20 61.80
R3 67.35 65.42 60.76
R2 63.57 63.57 60.41
R1 61.64 61.64 60.07 60.72
PP 59.79 59.79 59.79 59.32
S1 57.86 57.86 59.37 56.94
S2 56.01 56.01 59.03
S3 52.23 54.08 58.68
S4 48.45 50.30 57.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.94 57.71 3.23 5.6% 1.93 3.3% 10% False True 302,821
10 62.75 57.71 5.04 8.7% 1.84 3.2% 6% False True 261,118
20 63.62 57.67 5.95 10.3% 1.82 3.1% 6% False False 186,846
40 63.62 50.23 13.39 23.1% 1.89 3.3% 58% False False 134,321
60 63.62 47.46 16.16 27.8% 1.92 3.3% 65% False False 105,555
80 63.62 47.46 16.16 27.8% 2.12 3.6% 65% False False 89,160
100 63.62 47.46 16.16 27.8% 2.13 3.7% 65% False False 74,874
120 69.85 47.46 22.39 38.6% 2.16 3.7% 47% False False 63,679
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 0.32
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 71.05
2.618 66.90
1.618 64.36
1.000 62.79
0.618 61.82
HIGH 60.25
0.618 59.28
0.500 58.98
0.382 58.68
LOW 57.71
0.618 56.14
1.000 55.17
1.618 53.60
2.618 51.06
4.250 46.92
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 58.98 59.33
PP 58.66 58.89
S1 58.35 58.46

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

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