NYMEX Light Sweet Crude Oil Future December 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 61.95 60.23 -1.72 -2.8% 62.08
High 62.01 60.81 -1.20 -1.9% 64.39
Low 59.84 60.00 0.16 0.3% 61.43
Close 59.91 60.80 0.89 1.5% 62.43
Range 2.17 0.81 -1.36 -62.7% 2.96
ATR 1.69 1.63 -0.06 -3.3% 0.00
Volume 28,893 47,530 18,637 64.5% 236,590
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 62.97 62.69 61.25
R3 62.16 61.88 61.02
R2 61.35 61.35 60.95
R1 61.07 61.07 60.87 61.21
PP 60.54 60.54 60.54 60.61
S1 60.26 60.26 60.73 60.40
S2 59.73 59.73 60.65
S3 58.92 59.45 60.58
S4 58.11 58.64 60.35
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.63 69.99 64.06
R3 68.67 67.03 63.24
R2 65.71 65.71 62.97
R1 64.07 64.07 62.70 64.89
PP 62.75 62.75 62.75 63.16
S1 61.11 61.11 62.16 61.93
S2 59.79 59.79 61.89
S3 56.83 58.15 61.62
S4 53.87 55.19 60.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.65 59.84 3.81 6.3% 1.49 2.5% 25% False False 43,204
10 64.39 59.84 4.55 7.5% 1.63 2.7% 21% False False 48,199
20 65.38 59.84 5.54 9.1% 1.55 2.5% 17% False False 52,541
40 65.38 54.10 11.28 18.6% 1.72 2.8% 59% False False 52,229
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 0.41
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 64.25
2.618 62.93
1.618 62.12
1.000 61.62
0.618 61.31
HIGH 60.81
0.618 60.50
0.500 60.41
0.382 60.31
LOW 60.00
0.618 59.50
1.000 59.19
1.618 58.69
2.618 57.88
4.250 56.56
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 60.67 61.62
PP 60.54 61.34
S1 60.41 61.07

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

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