NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 15-May-2015
Day Change Summary
Previous Current
14-May-2015 15-May-2015 Change Change % Previous Week
Open 60.10 59.67 -0.43 -0.7% 59.43
High 60.84 59.97 -0.87 -1.4% 61.85
Low 59.36 58.42 -0.94 -1.6% 58.42
Close 59.88 59.69 -0.19 -0.3% 59.69
Range 1.48 1.55 0.07 4.7% 3.43
ATR 1.97 1.94 -0.03 -1.5% 0.00
Volume 361,432 222,089 -139,343 -38.6% 1,740,395
Daily Pivots for day following 15-May-2015
Classic Woodie Camarilla DeMark
R4 64.01 63.40 60.54
R3 62.46 61.85 60.12
R2 60.91 60.91 59.97
R1 60.30 60.30 59.83 60.61
PP 59.36 59.36 59.36 59.51
S1 58.75 58.75 59.55 59.06
S2 57.81 57.81 59.41
S3 56.26 57.20 59.26
S4 54.71 55.65 58.84
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 70.28 68.41 61.58
R3 66.85 64.98 60.63
R2 63.42 63.42 60.32
R1 61.55 61.55 60.00 62.49
PP 59.99 59.99 59.99 60.45
S1 58.12 58.12 59.38 59.06
S2 56.56 56.56 59.06
S3 53.13 54.69 58.75
S4 49.70 51.26 57.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.85 58.42 3.43 5.7% 1.64 2.7% 37% False True 348,079
10 62.58 58.14 4.44 7.4% 1.86 3.1% 35% False False 364,036
20 62.58 55.73 6.85 11.5% 1.86 3.1% 58% False False 349,060
40 62.58 46.67 15.91 26.7% 2.06 3.5% 82% False False 254,391
60 62.58 45.93 16.65 27.9% 2.03 3.4% 83% False False 205,931
80 62.58 45.93 16.65 27.9% 2.21 3.7% 83% False False 177,536
100 62.58 45.93 16.65 27.9% 2.27 3.8% 83% False False 152,308
120 77.70 45.93 31.77 53.2% 2.37 4.0% 43% False False 134,356
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.56
2.618 64.03
1.618 62.48
1.000 61.52
0.618 60.93
HIGH 59.97
0.618 59.38
0.500 59.20
0.382 59.01
LOW 58.42
0.618 57.46
1.000 56.87
1.618 55.91
2.618 54.36
4.250 51.83
Fisher Pivots for day following 15-May-2015
Pivot 1 day 3 day
R1 59.53 60.14
PP 59.36 59.99
S1 59.20 59.84

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

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