NYMEX Light Sweet Crude Oil Future December 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	64.22	63.03	-1.19	-1.9%	62.96
High	64.39	63.65	-0.74	-1.1%	65.38
Low	62.86	62.36	-0.50	-0.8%	61.00
Close	63.31	62.84	-0.47	-0.7%	62.23
Range	1.53	1.29	-0.24	-15.7%	4.38
ATR	1.68	1.65	-0.03	-1.7%	0.00
Volume	45,617	59,864	14,247	31.2%	277,176

Daily Pivots for day following 14-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.82	66.12	63.55
R3	65.53	64.83	63.19
R2	64.24	64.24	63.08
R1	63.54	63.54	62.96	63.25
PP	62.95	62.95	62.95	62.80
S1	62.25	62.25	62.72	61.96
S2	61.66	61.66	62.60
S3	60.37	60.96	62.49
S4	59.08	59.67	62.13

Weekly Pivots for week ending 08-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	76.01	73.50	64.64
R3	71.63	69.12	63.43
R2	67.25	67.25	63.03
R1	64.74	64.74	62.63	63.81
PP	62.87	62.87	62.87	62.40
S1	60.36	60.36	61.83	59.43
S2	58.49	58.49	61.43
S3	54.11	55.98	61.03
S4	49.73	51.60	59.82

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	64.39	61.00	3.39	5.4%	1.47	2.3%	54%	False	False	49,518
10	65.38	61.00	4.38	7.0%	1.60	2.5%	42%	False	False	53,905
20	65.38	59.67	5.71	9.1%	1.56	2.5%	56%	False	False	54,805
40	65.38	52.59	12.79	20.4%	1.75	2.8%	80%	False	False	52,502

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	0.42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	69.13
2.618	67.03
1.618	65.74
1.000	64.94
0.618	64.45
HIGH	63.65
0.618	63.16
0.500	63.01
0.382	62.85
LOW	62.36
0.618	61.56
1.000	61.07
1.618	60.27
2.618	58.98
4.250	56.88

Fisher Pivots for day following 14-May-2015
Pivot	1 day	3 day
R1	63.01	63.23
PP	62.95	63.10
S1	62.90	62.97

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols