NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 61.47 60.03 -1.44 -2.3% 62.35
High 61.85 60.55 -1.30 -2.1% 63.39
Low 59.41 58.80 -0.61 -1.0% 59.84
Close 59.73 58.87 -0.86 -1.4% 61.30
Range 2.44 1.75 -0.69 -28.3% 3.55
ATR 1.69 1.69 0.00 0.3% 0.00
Volume 37,386 43,531 6,145 16.4% 208,756
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 64.66 63.51 59.83
R3 62.91 61.76 59.35
R2 61.16 61.16 59.19
R1 60.01 60.01 59.03 59.71
PP 59.41 59.41 59.41 59.26
S1 58.26 58.26 58.71 57.96
S2 57.66 57.66 58.55
S3 55.91 56.51 58.39
S4 54.16 54.76 57.91
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 72.16 70.28 63.25
R3 68.61 66.73 62.28
R2 65.06 65.06 61.95
R1 63.18 63.18 61.63 62.35
PP 61.51 61.51 61.51 61.09
S1 59.63 59.63 60.97 58.80
S2 57.96 57.96 60.65
S3 54.41 56.08 60.32
S4 50.86 52.53 59.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.39 58.80 3.59 6.1% 1.64 2.8% 2% False True 44,629
10 64.39 58.80 5.59 9.5% 1.64 2.8% 1% False True 43,725
20 65.38 58.80 6.58 11.2% 1.64 2.8% 1% False True 49,755
40 65.38 54.32 11.06 18.8% 1.68 2.9% 41% False False 52,376
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.99
2.618 65.13
1.618 63.38
1.000 62.30
0.618 61.63
HIGH 60.55
0.618 59.88
0.500 59.68
0.382 59.47
LOW 58.80
0.618 57.72
1.000 57.05
1.618 55.97
2.618 54.22
4.250 51.36
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 59.68 60.47
PP 59.41 59.94
S1 59.14 59.40

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

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