NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 61.47 60.85 -0.62 -1.0% 61.65
High 61.57 61.18 -0.39 -0.6% 62.73
Low 60.28 58.70 -1.58 -2.6% 59.07
Close 60.67 59.01 -1.66 -2.7% 60.67
Range 1.29 2.48 1.19 92.2% 3.66
ATR 1.63 1.69 0.06 3.7% 0.00
Volume 31,338 18,705 -12,633 -40.3% 101,556
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 67.07 65.52 60.37
R3 64.59 63.04 59.69
R2 62.11 62.11 59.46
R1 60.56 60.56 59.24 60.10
PP 59.63 59.63 59.63 59.40
S1 58.08 58.08 58.78 57.62
S2 57.15 57.15 58.56
S3 54.67 55.60 58.33
S4 52.19 53.12 57.65
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.80 69.90 62.68
R3 68.14 66.24 61.68
R2 64.48 64.48 61.34
R1 62.58 62.58 61.01 61.70
PP 60.82 60.82 60.82 60.39
S1 58.92 58.92 60.33 58.04
S2 57.16 57.16 60.00
S3 53.50 55.26 59.66
S4 49.84 51.60 58.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.77 58.70 3.07 5.2% 1.73 2.9% 10% False True 20,930
10 63.75 58.70 5.05 8.6% 1.67 2.8% 6% False True 19,250
20 64.74 58.70 6.04 10.2% 1.63 2.8% 5% False True 19,820
40 64.74 52.98 11.76 19.9% 1.65 2.8% 51% False False 18,436
60 64.74 50.54 14.20 24.1% 1.64 2.8% 60% False False 16,541
80 64.74 50.54 14.20 24.1% 1.79 3.0% 60% False False 14,960
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 0.24
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 71.72
2.618 67.67
1.618 65.19
1.000 63.66
0.618 62.71
HIGH 61.18
0.618 60.23
0.500 59.94
0.382 59.65
LOW 58.70
0.618 57.17
1.000 56.22
1.618 54.69
2.618 52.21
4.250 48.16
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 59.94 60.24
PP 59.63 59.83
S1 59.32 59.42

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

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