NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 63.31 62.13 -1.18 -1.9% 62.09
High 63.75 62.94 -0.81 -1.3% 64.74
Low 62.20 61.65 -0.55 -0.9% 60.30
Close 62.63 62.09 -0.54 -0.9% 61.50
Range 1.55 1.29 -0.26 -16.8% 4.44
ATR 1.67 1.64 -0.03 -1.6% 0.00
Volume 17,996 22,039 4,043 22.5% 103,221
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 66.10 65.38 62.80
R3 64.81 64.09 62.44
R2 63.52 63.52 62.33
R1 62.80 62.80 62.21 62.52
PP 62.23 62.23 62.23 62.08
S1 61.51 61.51 61.97 61.23
S2 60.94 60.94 61.85
S3 59.65 60.22 61.74
S4 58.36 58.93 61.38
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 75.50 72.94 63.94
R3 71.06 68.50 62.72
R2 66.62 66.62 62.31
R1 64.06 64.06 61.91 63.12
PP 62.18 62.18 62.18 61.71
S1 59.62 59.62 61.09 58.68
S2 57.74 57.74 60.69
S3 53.30 55.18 60.28
S4 48.86 50.74 59.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.75 60.30 3.45 5.6% 1.46 2.3% 52% False False 20,561
10 64.74 60.30 4.44 7.2% 1.59 2.6% 40% False False 20,177
20 64.74 58.74 6.00 9.7% 1.56 2.5% 56% False False 19,956
40 64.74 51.35 13.39 21.6% 1.66 2.7% 80% False False 17,544
60 64.74 50.54 14.20 22.9% 1.64 2.6% 81% False False 15,426
80 64.74 50.54 14.20 22.9% 1.74 2.8% 81% False False 13,986
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 False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.42
2.618 66.32
1.618 65.03
1.000 64.23
0.618 63.74
HIGH 62.94
0.618 62.45
0.500 62.30
0.382 62.14
LOW 61.65
0.618 60.85
1.000 60.36
1.618 59.56
2.618 58.27
4.250 56.17
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 62.30 62.57
PP 62.23 62.41
S1 62.16 62.25

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

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