NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 59.09 59.55 0.46 0.8% 61.05
High 59.80 61.54 1.74 2.9% 63.49
Low 58.90 59.46 0.56 1.0% 60.24
Close 59.75 61.39 1.64 2.7% 61.36
Range 0.90 2.08 1.18 131.1% 3.25
ATR 1.72 1.75 0.03 1.5% 0.00
Volume 35,220 32,164 -3,056 -8.7% 182,018
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 67.04 66.29 62.53
R3 64.96 64.21 61.96
R2 62.88 62.88 61.77
R1 62.13 62.13 61.58 62.51
PP 60.80 60.80 60.80 60.98
S1 60.05 60.05 61.20 60.43
S2 58.72 58.72 61.01
S3 56.64 57.97 60.82
S4 54.56 55.89 60.25
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 62.43 58.75 3.68 6.0% 1.71 2.8% 72% False False 32,764
10 63.49 58.75 4.74 7.7% 1.62 2.6% 56% False False 35,614
20 64.45 58.75 5.70 9.3% 1.61 2.6% 46% False False 39,962
40 64.45 52.13 12.32 20.1% 1.82 3.0% 75% False False 39,865
60 64.45 49.69 14.76 24.0% 1.79 2.9% 79% False False 36,351
80 64.45 49.69 14.76 24.0% 1.93 3.1% 79% False False 34,451
100 64.45 49.69 14.76 24.0% 1.94 3.2% 79% False False 30,719
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.38
2.618 66.99
1.618 64.91
1.000 63.62
0.618 62.83
HIGH 61.54
0.618 60.75
0.500 60.50
0.382 60.25
LOW 59.46
0.618 58.17
1.000 57.38
1.618 56.09
2.618 54.01
4.250 50.62
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 61.09 60.98
PP 60.80 60.56
S1 60.50 60.15

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

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