NYMEX Light Sweet Crude Oil Future July 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 62.12 61.13 -0.99 -1.6% 60.47
High 62.75 61.80 -0.95 -1.5% 63.62
Low 61.00 60.38 -0.62 -1.0% 59.09
Close 61.49 60.84 -0.65 -1.1% 60.35
Range 1.75 1.42 -0.33 -18.9% 4.53
ATR 1.91 1.88 -0.04 -1.8% 0.00
Volume 220,834 187,240 -33,594 -15.2% 604,212
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 65.27 64.47 61.62
R3 63.85 63.05 61.23
R2 62.43 62.43 61.10
R1 61.63 61.63 60.97 61.32
PP 61.01 61.01 61.01 60.85
S1 60.21 60.21 60.71 59.90
S2 59.59 59.59 60.58
S3 58.17 58.79 60.45
S4 56.75 57.37 60.06
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 74.61 72.01 62.84
R3 70.08 67.48 61.60
R2 65.55 65.55 61.18
R1 62.95 62.95 60.77 61.99
PP 61.02 61.02 61.02 60.54
S1 58.42 58.42 59.93 57.46
S2 56.49 56.49 59.52
S3 51.96 53.89 59.10
S4 47.43 49.36 57.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.75 59.09 3.66 6.0% 1.63 2.7% 48% False False 187,078
10 63.62 59.09 4.53 7.4% 1.79 2.9% 39% False False 148,129
20 63.62 56.99 6.63 10.9% 1.77 2.9% 58% False False 118,248
40 63.62 48.20 15.42 25.3% 1.98 3.2% 82% False False 91,765
60 63.62 47.46 16.16 26.6% 1.94 3.2% 83% False False 77,301
80 63.62 47.46 16.16 26.6% 2.10 3.5% 83% False False 66,148
100 63.62 47.46 16.16 26.6% 2.15 3.5% 83% False False 55,232
120 77.60 47.46 30.14 49.5% 2.22 3.6% 44% False False 47,276
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.84
2.618 65.52
1.618 64.10
1.000 63.22
0.618 62.68
HIGH 61.80
0.618 61.26
0.500 61.09
0.382 60.92
LOW 60.38
0.618 59.50
1.000 58.96
1.618 58.08
2.618 56.66
4.250 54.35
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 61.09 61.43
PP 61.01 61.23
S1 60.92 61.04

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

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