NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 58.32 57.63 -0.69 -1.2% 60.62
High 58.95 58.07 -0.88 -1.5% 61.71
Low 57.36 56.51 -0.85 -1.5% 57.93
Close 57.51 57.68 0.17 0.3% 59.72
Range 1.59 1.56 -0.03 -1.9% 3.78
ATR 1.87 1.85 -0.02 -1.2% 0.00
Volume 314,917 340,682 25,765 8.2% 1,489,098
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 62.10 61.45 58.54
R3 60.54 59.89 58.11
R2 58.98 58.98 57.97
R1 58.33 58.33 57.82 58.66
PP 57.42 57.42 57.42 57.58
S1 56.77 56.77 57.54 57.10
S2 55.86 55.86 57.39
S3 54.30 55.21 57.25
S4 52.74 53.65 56.82
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 56.51 4.43 7.7% 1.88 3.3% 26% False True 309,159
10 61.80 56.51 5.29 9.2% 1.76 3.1% 22% False True 285,279
20 63.62 56.51 7.11 12.3% 1.77 3.1% 16% False True 213,157
40 63.62 50.23 13.39 23.2% 1.90 3.3% 56% False False 148,857
60 63.62 47.46 16.16 28.0% 1.93 3.3% 63% False False 114,820
80 63.62 47.46 16.16 28.0% 2.06 3.6% 63% False False 96,838
100 63.62 47.46 16.16 28.0% 2.12 3.7% 63% False False 81,299
120 68.94 47.46 21.48 37.2% 2.16 3.7% 48% False False 69,030
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.70
2.618 62.15
1.618 60.59
1.000 59.63
0.618 59.03
HIGH 58.07
0.618 57.47
0.500 57.29
0.382 57.11
LOW 56.51
0.618 55.55
1.000 54.95
1.618 53.99
2.618 52.43
4.250 49.88
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 57.55 58.38
PP 57.42 58.15
S1 57.29 57.91

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

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