NYMEX Light Sweet Crude Oil Future June 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 59.67 59.85 0.18 0.3% 59.43
High 59.97 60.88 0.91 1.5% 61.85
Low 58.42 59.06 0.64 1.1% 58.42
Close 59.69 59.43 -0.26 -0.4% 59.69
Range 1.55 1.82 0.27 17.4% 3.43
ATR 1.94 1.93 -0.01 -0.4% 0.00
Volume 222,089 144,389 -77,700 -35.0% 1,740,395
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 65.25 64.16 60.43
R3 63.43 62.34 59.93
R2 61.61 61.61 59.76
R1 60.52 60.52 59.60 60.16
PP 59.79 59.79 59.79 59.61
S1 58.70 58.70 59.26 58.34
S2 57.97 57.97 59.10
S3 56.15 56.88 58.93
S4 54.33 55.06 58.43
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 5.8% 1.78 3.0% 29% False False 310,418
10 62.58 58.14 4.44 7.5% 1.91 3.2% 29% False False 356,970
20 62.58 55.73 6.85 11.5% 1.84 3.1% 54% False False 337,055
40 62.58 47.19 15.39 25.9% 2.05 3.4% 80% False False 256,057
60 62.58 45.93 16.65 28.0% 2.03 3.4% 81% False False 206,567
80 62.58 45.93 16.65 28.0% 2.20 3.7% 81% False False 178,511
100 62.58 45.93 16.65 28.0% 2.25 3.8% 81% False False 153,387
120 77.28 45.93 31.35 52.8% 2.36 4.0% 43% False False 135,284
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 68.62
2.618 65.64
1.618 63.82
1.000 62.70
0.618 62.00
HIGH 60.88
0.618 60.18
0.500 59.97
0.382 59.76
LOW 59.06
0.618 57.94
1.000 57.24
1.618 56.12
2.618 54.30
4.250 51.33
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 59.97 59.65
PP 59.79 59.58
S1 59.61 59.50

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

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