NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 61.80 61.65 -0.15 -0.2% 61.05
High 62.65 61.66 -0.99 -1.6% 63.49
Low 61.26 60.24 -1.02 -1.7% 60.24
Close 61.73 61.36 -0.37 -0.6% 61.36
Range 1.39 1.42 0.03 2.2% 3.25
ATR 1.74 1.72 -0.02 -1.0% 0.00
Volume 42,601 35,702 -6,899 -16.2% 182,018
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 65.35 64.77 62.14
R3 63.93 63.35 61.75
R2 62.51 62.51 61.62
R1 61.93 61.93 61.49 61.51
PP 61.09 61.09 61.09 60.88
S1 60.51 60.51 61.23 60.09
S2 59.67 59.67 61.10
S3 58.25 59.09 60.97
S4 56.83 57.67 60.58
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.45 69.65 63.15
R3 68.20 66.40 62.25
R2 64.95 64.95 61.96
R1 63.15 63.15 61.66 64.05
PP 61.70 61.70 61.70 62.15
S1 59.90 59.90 61.06 60.80
S2 58.45 58.45 60.76
S3 55.20 56.65 60.47
S4 51.95 53.40 59.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.49 60.24 3.25 5.3% 1.48 2.4% 34% False True 36,403
10 64.45 59.90 4.55 7.4% 1.70 2.8% 32% False False 38,849
20 64.45 58.32 6.13 10.0% 1.64 2.7% 50% False False 40,274
40 64.45 50.43 14.02 22.8% 1.82 3.0% 78% False False 39,077
60 64.45 49.69 14.76 24.1% 1.78 2.9% 79% False False 35,982
80 64.45 49.69 14.76 24.1% 1.93 3.1% 79% False False 34,127
100 64.45 49.69 14.76 24.1% 1.95 3.2% 79% False False 29,798
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 2 trading days
Fibonacci Retracements and Extensions
4.250 67.70
2.618 65.38
1.618 63.96
1.000 63.08
0.618 62.54
HIGH 61.66
0.618 61.12
0.500 60.95
0.382 60.78
LOW 60.24
0.618 59.36
1.000 58.82
1.618 57.94
2.618 56.52
4.250 54.21
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 61.22 61.87
PP 61.09 61.70
S1 60.95 61.53

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

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