NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 59.00 59.16 0.16 0.3% 61.47
High 59.40 61.73 2.33 3.9% 61.85
Low 58.00 58.99 0.99 1.7% 58.00
Close 59.00 61.51 2.51 4.3% 61.51
Range 1.40 2.74 1.34 95.7% 3.85
ATR 1.67 1.75 0.08 4.6% 0.00
Volume 63,821 58,785 -5,036 -7.9% 203,523
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 68.96 67.98 63.02
R3 66.22 65.24 62.26
R2 63.48 63.48 62.01
R1 62.50 62.50 61.76 62.99
PP 60.74 60.74 60.74 60.99
S1 59.76 59.76 61.26 60.25
S2 58.00 58.00 61.01
S3 55.26 57.02 60.76
S4 52.52 54.28 60.00
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 72.00 70.61 63.63
R3 68.15 66.76 62.57
R2 64.30 64.30 62.22
R1 62.91 62.91 61.86 63.61
PP 60.45 60.45 60.45 60.80
S1 59.06 59.06 61.16 59.76
S2 56.60 56.60 60.80
S3 52.75 55.21 60.45
S4 48.90 51.36 59.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.14 58.00 4.14 6.7% 1.92 3.1% 85% False False 52,281
10 63.39 58.00 5.39 8.8% 1.77 2.9% 65% False False 45,437
20 65.38 58.00 7.38 12.0% 1.68 2.7% 48% False False 49,671
40 65.38 54.54 10.84 17.6% 1.69 2.7% 64% False False 53,853
60 65.38 51.95 13.43 21.8% 1.77 2.9% 71% False False 49,988
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 0.27
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 73.38
2.618 68.90
1.618 66.16
1.000 64.47
0.618 63.42
HIGH 61.73
0.618 60.68
0.500 60.36
0.382 60.04
LOW 58.99
0.618 57.30
1.000 56.25
1.618 54.56
2.618 51.82
4.250 47.35
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 61.13 60.96
PP 60.74 60.41
S1 60.36 59.87

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

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