NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 61.09 63.30 2.21 3.6% 61.69
High 63.05 63.49 0.44 0.7% 64.45
Low 61.00 61.87 0.87 1.4% 59.90
Close 62.58 62.32 -0.26 -0.4% 61.15
Range 2.05 1.62 -0.43 -21.0% 4.55
ATR 1.78 1.77 -0.01 -0.6% 0.00
Volume 32,741 35,249 2,508 7.7% 206,475
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 67.42 66.49 63.21
R3 65.80 64.87 62.77
R2 64.18 64.18 62.62
R1 63.25 63.25 62.47 62.91
PP 62.56 62.56 62.56 62.39
S1 61.63 61.63 62.17 61.29
S2 60.94 60.94 62.02
S3 59.32 60.01 61.87
S4 57.70 58.39 61.43
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 63.49 59.90 3.59 5.8% 1.81 2.9% 67% True False 41,688
10 64.45 59.90 4.55 7.3% 1.66 2.7% 53% False False 40,726
20 64.45 58.32 6.13 9.8% 1.68 2.7% 65% False False 42,368
40 64.45 49.69 14.76 23.7% 1.89 3.0% 86% False False 38,656
60 64.45 49.69 14.76 23.7% 1.82 2.9% 86% False False 35,973
80 64.45 49.69 14.76 23.7% 1.93 3.1% 86% False False 33,610
100 64.45 49.69 14.76 23.7% 2.00 3.2% 86% False False 29,273
Crabel Price Patterns
NR True
NR4 False
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 True
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.38
2.618 67.73
1.618 66.11
1.000 65.11
0.618 64.49
HIGH 63.49
0.618 62.87
0.500 62.68
0.382 62.49
LOW 61.87
0.618 60.87
1.000 60.25
1.618 59.25
2.618 57.63
4.250 54.99
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 62.68 62.22
PP 62.56 62.12
S1 62.44 62.02

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

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