NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 59.55 61.40 1.85 3.1% 61.41
High 61.54 61.40 -0.14 -0.2% 62.43
Low 59.46 60.04 0.58 1.0% 58.75
Close 61.39 60.43 -0.96 -1.6% 60.43
Range 2.08 1.36 -0.72 -34.6% 3.68
ATR 1.75 1.72 -0.03 -1.6% 0.00
Volume 32,164 53,983 21,819 67.8% 182,101
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 64.70 63.93 61.18
R3 63.34 62.57 60.80
R2 61.98 61.98 60.68
R1 61.21 61.21 60.55 60.92
PP 60.62 60.62 60.62 60.48
S1 59.85 59.85 60.31 59.56
S2 59.26 59.26 60.18
S3 57.90 58.49 60.06
S4 56.54 57.13 59.68
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.58 69.68 62.45
R3 67.90 66.00 61.44
R2 64.22 64.22 61.10
R1 62.32 62.32 60.77 61.43
PP 60.54 60.54 60.54 60.09
S1 58.64 58.64 60.09 57.75
S2 56.86 56.86 59.76
S3 53.18 54.96 59.42
S4 49.50 51.28 58.41
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 6.1% 1.70 2.8% 46% False False 36,420
10 63.49 58.75 4.74 7.8% 1.59 2.6% 35% False False 36,411
20 64.45 58.75 5.70 9.4% 1.63 2.7% 29% False False 39,458
40 64.45 52.13 12.32 20.4% 1.77 2.9% 67% False False 40,297
60 64.45 49.69 14.76 24.4% 1.78 2.9% 73% False False 36,634
80 64.45 49.69 14.76 24.4% 1.93 3.2% 73% False False 34,964
100 64.45 49.69 14.76 24.4% 1.93 3.2% 73% False False 31,236
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.18
2.618 64.96
1.618 63.60
1.000 62.76
0.618 62.24
HIGH 61.40
0.618 60.88
0.500 60.72
0.382 60.56
LOW 60.04
0.618 59.20
1.000 58.68
1.618 57.84
2.618 56.48
4.250 54.26
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 60.72 60.36
PP 60.62 60.29
S1 60.53 60.22

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

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