NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 61.41 60.99 -0.42 -0.7% 61.05
High 62.43 61.08 -1.35 -2.2% 63.49
Low 60.60 58.75 -1.85 -3.1% 60.24
Close 60.91 58.80 -2.11 -3.5% 61.36
Range 1.83 2.33 0.50 27.3% 3.25
ATR 1.73 1.78 0.04 2.5% 0.00
Volume 27,568 33,166 5,598 20.3% 182,018
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 66.53 65.00 60.08
R3 64.20 62.67 59.44
R2 61.87 61.87 59.23
R1 60.34 60.34 59.01 59.94
PP 59.54 59.54 59.54 59.35
S1 58.01 58.01 58.59 57.61
S2 57.21 57.21 58.37
S3 54.88 55.68 58.16
S4 52.55 53.35 57.52
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 58.75 4.74 8.1% 1.72 2.9% 1% False True 34,857
10 64.45 58.75 5.70 9.7% 1.80 3.1% 1% False True 39,551
20 64.45 58.32 6.13 10.4% 1.67 2.8% 8% False False 40,036
40 64.45 52.01 12.44 21.2% 1.83 3.1% 55% False False 39,418
60 64.45 49.69 14.76 25.1% 1.81 3.1% 62% False False 36,086
80 64.45 49.69 14.76 25.1% 1.93 3.3% 62% False False 34,087
100 64.45 49.69 14.76 25.1% 1.94 3.3% 62% False False 30,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 70.98
2.618 67.18
1.618 64.85
1.000 63.41
0.618 62.52
HIGH 61.08
0.618 60.19
0.500 59.92
0.382 59.64
LOW 58.75
0.618 57.31
1.000 56.42
1.618 54.98
2.618 52.65
4.250 48.85
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 59.92 60.59
PP 59.54 59.99
S1 59.17 59.40

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

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