NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 60.05 58.32 -1.73 -2.9% 60.62
High 60.25 58.95 -1.30 -2.2% 61.71
Low 57.71 57.36 -0.35 -0.6% 57.93
Close 58.03 57.51 -0.52 -0.9% 59.72
Range 2.54 1.59 -0.95 -37.4% 3.78
ATR 1.89 1.87 -0.02 -1.1% 0.00
Volume 330,128 314,917 -15,211 -4.6% 1,489,098
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 62.71 61.70 58.38
R3 61.12 60.11 57.95
R2 59.53 59.53 57.80
R1 58.52 58.52 57.66 58.23
PP 57.94 57.94 57.94 57.80
S1 56.93 56.93 57.36 56.64
S2 56.35 56.35 57.22
S3 54.76 55.34 57.07
S4 53.17 53.75 56.64
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 57.36 3.58 6.2% 1.75 3.0% 4% False True 298,449
10 62.75 57.36 5.39 9.4% 1.78 3.1% 3% False True 273,295
20 63.62 57.36 6.26 10.9% 1.82 3.2% 2% False True 199,816
40 63.62 50.23 13.39 23.3% 1.89 3.3% 54% False False 141,231
60 63.62 47.46 16.16 28.1% 1.92 3.3% 62% False False 110,134
80 63.62 47.46 16.16 28.1% 2.09 3.6% 62% False False 92,880
100 63.62 47.46 16.16 28.1% 2.13 3.7% 62% False False 77,957
120 69.01 47.46 21.55 37.5% 2.16 3.8% 47% False False 66,229
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.71
2.618 63.11
1.618 61.52
1.000 60.54
0.618 59.93
HIGH 58.95
0.618 58.34
0.500 58.16
0.382 57.97
LOW 57.36
0.618 56.38
1.000 55.77
1.618 54.79
2.618 53.20
4.250 50.60
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 58.16 59.08
PP 57.94 58.56
S1 57.73 58.03

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

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