NYMEX Light Sweet Crude Oil Future August 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 61.05 60.34 -0.71 -1.2% 61.02
High 61.21 60.65 -0.56 -0.9% 62.11
Low 59.79 58.17 -1.62 -2.7% 58.40
Close 60.15 58.48 -1.67 -2.8% 60.15
Range 1.42 2.48 1.06 74.6% 3.71
ATR 1.77 1.82 0.05 2.9% 0.00
Volume 88,406 43,810 -44,596 -50.4% 273,819
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 66.54 64.99 59.84
R3 64.06 62.51 59.16
R2 61.58 61.58 58.93
R1 60.03 60.03 58.71 59.57
PP 59.10 59.10 59.10 58.87
S1 57.55 57.55 58.25 57.09
S2 56.62 56.62 58.03
S3 54.14 55.07 57.80
S4 51.66 52.59 57.12
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.35 69.46 62.19
R3 67.64 65.75 61.17
R2 63.93 63.93 60.83
R1 62.04 62.04 60.49 61.13
PP 60.22 60.22 60.22 59.77
S1 58.33 58.33 59.81 57.42
S2 56.51 56.51 59.47
S3 52.80 54.62 59.13
S4 49.09 50.91 58.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.32 58.17 3.15 5.4% 1.88 3.2% 10% False True 54,945
10 63.16 58.17 4.99 8.5% 1.78 3.0% 6% False True 49,046
20 64.12 58.17 5.95 10.2% 1.75 3.0% 5% False True 45,827
40 64.12 51.30 12.82 21.9% 1.81 3.1% 56% False False 41,283
60 64.12 48.71 15.41 26.4% 1.84 3.1% 63% False False 36,286
80 64.12 48.71 15.41 26.4% 2.02 3.4% 63% False False 32,925
100 64.12 48.71 15.41 26.4% 2.01 3.4% 63% False False 28,163
120 69.35 48.71 20.64 35.3% 2.03 3.5% 47% False False 24,191
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 0.31
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 71.19
2.618 67.14
1.618 64.66
1.000 63.13
0.618 62.18
HIGH 60.65
0.618 59.70
0.500 59.41
0.382 59.12
LOW 58.17
0.618 56.64
1.000 55.69
1.618 54.16
2.618 51.68
4.250 47.63
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 59.41 59.75
PP 59.10 59.32
S1 58.79 58.90

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

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