NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 61.05 61.09 0.04 0.1% 61.69
High 61.45 63.05 1.60 2.6% 64.45
Low 60.55 61.00 0.45 0.7% 59.90
Close 61.20 62.58 1.38 2.3% 61.15
Range 0.90 2.05 1.15 127.8% 4.55
ATR 1.76 1.78 0.02 1.2% 0.00
Volume 35,725 32,741 -2,984 -8.4% 206,475
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 68.36 67.52 63.71
R3 66.31 65.47 63.14
R2 64.26 64.26 62.96
R1 63.42 63.42 62.77 63.84
PP 62.21 62.21 62.21 62.42
S1 61.37 61.37 62.39 61.79
S2 60.16 60.16 62.20
S3 58.11 59.32 62.02
S4 56.06 57.27 61.45
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 7.3% 1.88 3.0% 59% False False 44,244
10 64.45 59.50 4.95 7.9% 1.73 2.8% 62% False False 40,406
20 64.45 57.11 7.34 11.7% 1.74 2.8% 75% False False 42,776
40 64.45 49.69 14.76 23.6% 1.90 3.0% 87% False False 38,352
60 64.45 49.69 14.76 23.6% 1.83 2.9% 87% False False 35,888
80 64.45 49.69 14.76 23.6% 1.94 3.1% 87% False False 33,475
100 64.45 49.69 14.76 23.6% 2.02 3.2% 87% False False 29,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.76
2.618 68.42
1.618 66.37
1.000 65.10
0.618 64.32
HIGH 63.05
0.618 62.27
0.500 62.03
0.382 61.78
LOW 61.00
0.618 59.73
1.000 58.95
1.618 57.68
2.618 55.63
4.250 52.29
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 62.40 62.21
PP 62.21 61.84
S1 62.03 61.48

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

View Archives - Comment on this page... - Back to Index of Symbols