NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 57.63 57.97 0.34 0.6% 60.05
High 58.07 60.70 2.63 4.5% 60.70
Low 56.51 57.72 1.21 2.1% 56.51
Close 57.68 60.30 2.62 4.5% 60.30
Range 1.56 2.98 1.42 91.0% 4.19
ATR 1.85 1.93 0.08 4.5% 0.00
Volume 340,682 452,222 111,540 32.7% 1,437,949
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 68.51 67.39 61.94
R3 65.53 64.41 61.12
R2 62.55 62.55 60.85
R1 61.43 61.43 60.57 61.99
PP 59.57 59.57 59.57 59.86
S1 58.45 58.45 60.03 59.01
S2 56.59 56.59 59.75
S3 53.61 55.47 59.48
S4 50.63 52.49 58.66
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.74 70.21 62.60
R3 67.55 66.02 61.45
R2 63.36 63.36 61.07
R1 61.83 61.83 60.68 62.60
PP 59.17 59.17 59.17 59.55
S1 57.64 57.64 59.92 58.41
S2 54.98 54.98 59.53
S3 50.79 53.45 59.15
S4 46.60 49.26 58.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.80 56.51 4.29 7.1% 2.02 3.4% 88% False False 333,651
10 61.71 56.51 5.20 8.6% 1.92 3.2% 73% False False 311,778
20 63.62 56.51 7.11 11.8% 1.85 3.1% 53% False False 229,953
40 63.62 50.86 12.76 21.2% 1.90 3.1% 74% False False 159,043
60 63.62 47.46 16.16 26.8% 1.95 3.2% 79% False False 121,659
80 63.62 47.46 16.16 26.8% 2.04 3.4% 79% False False 102,004
100 63.62 47.46 16.16 26.8% 2.13 3.5% 79% False False 85,758
120 67.70 47.46 20.24 33.6% 2.17 3.6% 63% False False 72,767
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 0.30
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 73.37
2.618 68.50
1.618 65.52
1.000 63.68
0.618 62.54
HIGH 60.70
0.618 59.56
0.500 59.21
0.382 58.86
LOW 57.72
0.618 55.88
1.000 54.74
1.618 52.90
2.618 49.92
4.250 45.06
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 59.94 59.74
PP 59.57 59.17
S1 59.21 58.61

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

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