NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 60.71 61.05 0.34 0.6% 61.69
High 61.56 61.45 -0.11 -0.2% 64.45
Low 59.90 60.55 0.65 1.1% 59.90
Close 61.15 61.20 0.05 0.1% 61.15
Range 1.66 0.90 -0.76 -45.8% 4.55
ATR 1.83 1.76 -0.07 -3.6% 0.00
Volume 46,004 35,725 -10,279 -22.3% 206,475
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 63.77 63.38 61.70
R3 62.87 62.48 61.45
R2 61.97 61.97 61.37
R1 61.58 61.58 61.28 61.78
PP 61.07 61.07 61.07 61.16
S1 60.68 60.68 61.12 60.88
S2 60.17 60.17 61.04
S3 59.27 59.78 60.95
S4 58.37 58.88 60.71
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% 1.89 3.1% 29% False False 42,345
10 64.45 59.31 5.14 8.4% 1.65 2.7% 37% False False 40,157
20 64.45 56.23 8.22 13.4% 1.70 2.8% 60% False False 42,488
40 64.45 49.69 14.76 24.1% 1.89 3.1% 78% False False 38,232
60 64.45 49.69 14.76 24.1% 1.83 3.0% 78% False False 36,015
80 64.45 49.69 14.76 24.1% 1.96 3.2% 78% False False 33,318
100 64.45 49.69 14.76 24.1% 2.02 3.3% 78% False False 28,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 65.28
2.618 63.81
1.618 62.91
1.000 62.35
0.618 62.01
HIGH 61.45
0.618 61.11
0.500 61.00
0.382 60.89
LOW 60.55
0.618 59.99
1.000 59.65
1.618 59.09
2.618 58.19
4.250 56.73
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 61.13 61.62
PP 61.07 61.48
S1 61.00 61.34

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

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