NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 62.89 62.31 -0.58 -0.9% 60.45
High 64.45 63.33 -1.12 -1.7% 61.93
Low 62.50 60.50 -2.00 -3.2% 59.31
Close 62.93 60.76 -2.17 -3.4% 61.58
Range 1.95 2.83 0.88 45.1% 2.62
ATR 1.76 1.84 0.08 4.3% 0.00
Volume 48,033 58,721 10,688 22.3% 218,582
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 70.02 68.22 62.32
R3 67.19 65.39 61.54
R2 64.36 64.36 61.28
R1 62.56 62.56 61.02 62.05
PP 61.53 61.53 61.53 61.27
S1 59.73 59.73 60.50 59.22
S2 58.70 58.70 60.24
S3 55.87 56.90 59.98
S4 53.04 54.07 59.20
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 68.80 67.81 63.02
R3 66.18 65.19 62.30
R2 63.56 63.56 62.06
R1 62.57 62.57 61.82 63.07
PP 60.94 60.94 60.94 61.19
S1 59.95 59.95 61.34 60.45
S2 58.32 58.32 61.10
S3 55.70 57.33 60.86
S4 53.08 54.71 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.45 60.50 3.95 6.5% 1.81 3.0% 7% False True 40,755
10 64.45 59.31 5.14 8.5% 1.61 2.6% 28% False False 44,310
20 64.45 54.39 10.06 16.6% 1.72 2.8% 63% False False 42,628
40 64.45 49.69 14.76 24.3% 1.93 3.2% 75% False False 37,580
60 64.45 49.69 14.76 24.3% 1.86 3.1% 75% False False 35,494
80 64.45 49.69 14.76 24.3% 1.99 3.3% 75% False False 32,771
100 64.45 49.69 14.76 24.3% 2.04 3.4% 75% False False 28,229
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 0.38
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 75.36
2.618 70.74
1.618 67.91
1.000 66.16
0.618 65.08
HIGH 63.33
0.618 62.25
0.500 61.92
0.382 61.58
LOW 60.50
0.618 58.75
1.000 57.67
1.618 55.92
2.618 53.09
4.250 48.47
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 61.92 62.48
PP 61.53 61.90
S1 61.15 61.33

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

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