NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 59.02 59.43 0.41 0.7% 59.30
High 59.90 59.85 -0.05 -0.1% 62.58
Low 58.14 58.75 0.61 1.0% 58.14
Close 59.39 59.25 -0.14 -0.2% 59.39
Range 1.76 1.10 -0.66 -37.5% 4.44
ATR 2.07 2.00 -0.07 -3.3% 0.00
Volume 434,575 332,694 -101,881 -23.4% 1,899,969
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 62.58 62.02 59.86
R3 61.48 60.92 59.55
R2 60.38 60.38 59.45
R1 59.82 59.82 59.35 59.55
PP 59.28 59.28 59.28 59.15
S1 58.72 58.72 59.15 58.45
S2 58.18 58.18 59.05
S3 57.08 57.62 58.95
S4 55.98 56.52 58.65
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 73.36 70.81 61.83
R3 68.92 66.37 60.61
R2 64.48 64.48 60.20
R1 61.93 61.93 59.80 63.21
PP 60.04 60.04 60.04 60.67
S1 57.49 57.49 58.98 58.77
S2 55.60 55.60 58.58
S3 51.16 53.05 58.17
S4 46.72 48.61 56.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.58 58.14 4.44 7.5% 2.04 3.4% 25% False False 403,523
10 62.58 56.07 6.51 11.0% 1.91 3.2% 49% False False 351,069
20 62.58 53.68 8.90 15.0% 1.93 3.3% 63% False False 333,108
40 62.58 45.93 16.65 28.1% 2.12 3.6% 80% False False 231,197
60 62.58 45.93 16.65 28.1% 2.09 3.5% 80% False False 189,623
80 62.58 45.93 16.65 28.1% 2.27 3.8% 80% False False 164,063
100 62.58 45.93 16.65 28.1% 2.35 4.0% 80% False False 140,814
120 77.70 45.93 31.77 53.6% 2.36 4.0% 42% False False 123,866
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 48 trading days
Fibonacci Retracements and Extensions
4.250 64.53
2.618 62.73
1.618 61.63
1.000 60.95
0.618 60.53
HIGH 59.85
0.618 59.43
0.500 59.30
0.382 59.17
LOW 58.75
0.618 58.07
1.000 57.65
1.618 56.97
2.618 55.87
4.250 54.08
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 59.30 59.73
PP 59.28 59.57
S1 59.27 59.41

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

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