NYMEX Light Sweet Crude Oil Future June 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 61.23 60.10 -1.13 -1.8% 59.30
High 61.85 60.84 -1.01 -1.6% 62.58
Low 60.02 59.36 -0.66 -1.1% 58.14
Close 60.50 59.88 -0.62 -1.0% 59.39
Range 1.83 1.48 -0.35 -19.1% 4.44
ATR 2.00 1.97 -0.04 -1.9% 0.00
Volume 426,835 361,432 -65,403 -15.3% 1,899,969
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 64.47 63.65 60.69
R3 62.99 62.17 60.29
R2 61.51 61.51 60.15
R1 60.69 60.69 60.02 60.36
PP 60.03 60.03 60.03 59.86
S1 59.21 59.21 59.74 58.88
S2 58.55 58.55 59.61
S3 57.07 57.73 59.47
S4 55.59 56.25 59.07
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 61.85 58.14 3.71 6.2% 1.68 2.8% 47% False False 390,576
10 62.58 58.14 4.44 7.4% 1.86 3.1% 39% False False 366,302
20 62.58 55.73 6.85 11.4% 1.86 3.1% 61% False False 350,909
40 62.58 46.67 15.91 26.6% 2.08 3.5% 83% False False 252,237
60 62.58 45.93 16.65 27.8% 2.05 3.4% 84% False False 203,687
80 62.58 45.93 16.65 27.8% 2.21 3.7% 84% False False 175,704
100 62.58 45.93 16.65 27.8% 2.29 3.8% 84% False False 150,721
120 77.70 45.93 31.77 53.1% 2.37 4.0% 44% False False 132,950
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 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.13
2.618 64.71
1.618 63.23
1.000 62.32
0.618 61.75
HIGH 60.84
0.618 60.27
0.500 60.10
0.382 59.93
LOW 59.36
0.618 58.45
1.000 57.88
1.618 56.97
2.618 55.49
4.250 53.07
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 60.10 60.49
PP 60.03 60.28
S1 59.95 60.08

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

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