NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 62.31 60.71 -1.60 -2.6% 61.69
High 63.33 61.56 -1.77 -2.8% 64.45
Low 60.50 59.90 -0.60 -1.0% 59.90
Close 60.76 61.15 0.39 0.6% 61.15
Range 2.83 1.66 -1.17 -41.3% 4.55
ATR 1.84 1.83 -0.01 -0.7% 0.00
Volume 58,721 46,004 -12,717 -21.7% 206,475
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 65.85 65.16 62.06
R3 64.19 63.50 61.61
R2 62.53 62.53 61.45
R1 61.84 61.84 61.30 62.19
PP 60.87 60.87 60.87 61.04
S1 60.18 60.18 61.00 60.53
S2 59.21 59.21 60.85
S3 57.55 58.52 60.69
S4 55.89 56.86 60.24
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 75.48 72.87 63.65
R3 70.93 68.32 62.40
R2 66.38 66.38 61.98
R1 63.77 63.77 61.57 62.80
PP 61.83 61.83 61.83 61.35
S1 59.22 59.22 60.73 58.25
S2 57.28 57.28 60.32
S3 52.73 54.67 59.90
S4 48.18 50.12 58.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.45 59.90 4.55 7.4% 1.92 3.1% 27% False True 41,295
10 64.45 59.31 5.14 8.4% 1.68 2.7% 36% False False 42,505
20 64.45 55.80 8.65 14.1% 1.72 2.8% 62% False False 42,889
40 64.45 49.69 14.76 24.1% 1.93 3.2% 78% False False 38,010
60 64.45 49.69 14.76 24.1% 1.85 3.0% 78% False False 35,873
80 64.45 49.69 14.76 24.1% 1.99 3.3% 78% False False 33,161
100 64.45 49.69 14.76 24.1% 2.04 3.3% 78% False False 28,604
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.62
2.618 65.91
1.618 64.25
1.000 63.22
0.618 62.59
HIGH 61.56
0.618 60.93
0.500 60.73
0.382 60.53
LOW 59.90
0.618 58.87
1.000 58.24
1.618 57.21
2.618 55.55
4.250 52.85
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 61.01 62.18
PP 60.87 61.83
S1 60.73 61.49

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

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