NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 59.79 59.30 -0.49 -0.8% 57.30
High 59.90 59.73 -0.17 -0.3% 59.90
Low 58.32 58.45 0.13 0.2% 56.07
Close 59.15 58.93 -0.22 -0.4% 59.15
Range 1.58 1.28 -0.30 -19.0% 3.83
ATR 2.05 1.99 -0.05 -2.7% 0.00
Volume 244,753 215,046 -29,707 -12.1% 1,528,594
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 62.88 62.18 59.63
R3 61.60 60.90 59.28
R2 60.32 60.32 59.16
R1 59.62 59.62 59.05 59.33
PP 59.04 59.04 59.04 58.89
S1 58.34 58.34 58.81 58.05
S2 57.76 57.76 58.70
S3 56.48 57.06 58.58
S4 55.20 55.78 58.23
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.86 68.34 61.26
R3 66.03 64.51 60.20
R2 62.20 62.20 59.85
R1 60.68 60.68 59.50 61.44
PP 58.37 58.37 58.37 58.76
S1 56.85 56.85 58.80 57.61
S2 54.54 54.54 58.45
S3 50.71 53.02 58.10
S4 46.88 49.19 57.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.90 56.07 3.83 6.5% 1.78 3.0% 75% False False 298,616
10 59.90 55.73 4.17 7.1% 1.78 3.0% 77% False False 317,140
20 59.90 51.78 8.12 13.8% 1.94 3.3% 88% False False 278,610
40 59.90 45.93 13.97 23.7% 2.09 3.5% 93% False False 193,151
60 59.90 45.93 13.97 23.7% 2.12 3.6% 93% False False 164,947
80 59.90 45.93 13.97 23.7% 2.29 3.9% 93% False False 142,888
100 65.15 45.93 19.22 32.6% 2.37 4.0% 68% False False 123,045
120 79.86 45.93 33.93 57.6% 2.36 4.0% 38% False False 108,467
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 65.17
2.618 63.08
1.618 61.80
1.000 61.01
0.618 60.52
HIGH 59.73
0.618 59.24
0.500 59.09
0.382 58.94
LOW 58.45
0.618 57.66
1.000 57.17
1.618 56.38
2.618 55.10
4.250 53.01
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 59.09 59.11
PP 59.04 59.05
S1 58.98 58.99

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

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