NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 59.43 59.27 -0.16 -0.3% 59.30
High 59.85 61.36 1.51 2.5% 62.58
Low 58.75 59.12 0.37 0.6% 58.14
Close 59.25 60.75 1.50 2.5% 59.39
Range 1.10 2.24 1.14 103.6% 4.44
ATR 2.00 2.02 0.02 0.9% 0.00
Volume 332,694 397,345 64,651 19.4% 1,899,969
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 67.13 66.18 61.98
R3 64.89 63.94 61.37
R2 62.65 62.65 61.16
R1 61.70 61.70 60.96 62.18
PP 60.41 60.41 60.41 60.65
S1 59.46 59.46 60.54 59.94
S2 58.17 58.17 60.34
S3 55.93 57.22 60.13
S4 53.69 54.98 59.52
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 7.3% 1.99 3.3% 59% False False 405,043
10 62.58 56.54 6.04 9.9% 1.96 3.2% 70% False False 362,618
20 62.58 54.88 7.70 12.7% 1.96 3.2% 76% False False 341,650
40 62.58 45.93 16.65 27.4% 2.13 3.5% 89% False False 238,277
60 62.58 45.93 16.65 27.4% 2.09 3.4% 89% False False 194,261
80 62.58 45.93 16.65 27.4% 2.24 3.7% 89% False False 167,957
100 62.58 45.93 16.65 27.4% 2.35 3.9% 89% False False 144,240
120 77.70 45.93 31.77 52.3% 2.37 3.9% 47% False False 126,885
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.88
2.618 67.22
1.618 64.98
1.000 63.60
0.618 62.74
HIGH 61.36
0.618 60.50
0.500 60.24
0.382 59.98
LOW 59.12
0.618 57.74
1.000 56.88
1.618 55.50
2.618 53.26
4.250 49.60
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 60.58 60.42
PP 60.41 60.08
S1 60.24 59.75

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

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