NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 61.26 59.45 -1.81 -3.0% 61.35
High 61.30 60.06 -1.24 -2.0% 63.75
Low 59.07 59.32 0.25 0.4% 60.62
Close 59.12 60.03 0.91 1.5% 61.70
Range 2.23 0.74 -1.49 -66.8% 3.13
ATR 1.69 1.64 -0.05 -3.2% 0.00
Volume 15,501 17,057 1,556 10.0% 95,916
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 62.02 61.77 60.44
R3 61.28 61.03 60.23
R2 60.54 60.54 60.17
R1 60.29 60.29 60.10 60.42
PP 59.80 59.80 59.80 59.87
S1 59.55 59.55 59.96 59.68
S2 59.06 59.06 59.89
S3 58.32 58.81 59.83
S4 57.58 58.07 59.62
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.41 69.69 63.42
R3 68.28 66.56 62.56
R2 65.15 65.15 62.27
R1 63.43 63.43 61.99 64.29
PP 62.02 62.02 62.02 62.46
S1 60.30 60.30 61.41 61.16
S2 58.89 58.89 61.13
S3 55.76 57.17 60.84
S4 52.63 54.04 59.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.94 59.07 3.87 6.4% 1.50 2.5% 25% False False 17,135
10 63.75 59.07 4.68 7.8% 1.61 2.7% 21% False False 19,066
20 64.74 59.07 5.67 9.4% 1.55 2.6% 17% False False 20,069
40 64.74 52.93 11.81 19.7% 1.66 2.8% 60% False False 17,911
60 64.74 50.54 14.20 23.7% 1.64 2.7% 67% False False 15,792
80 64.74 50.54 14.20 23.7% 1.76 2.9% 67% False False 14,293
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 63.21
2.618 62.00
1.618 61.26
1.000 60.80
0.618 60.52
HIGH 60.06
0.618 59.78
0.500 59.69
0.382 59.60
LOW 59.32
0.618 58.86
1.000 58.58
1.618 58.12
2.618 57.38
4.250 56.18
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 59.92 60.90
PP 59.80 60.61
S1 59.69 60.32

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

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