NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 60.32 58.32 -2.00 -3.3% 60.25
High 60.42 59.04 -1.38 -2.3% 62.75
Low 57.93 58.10 0.17 0.3% 59.32
Close 57.99 58.98 0.99 1.7% 60.54
Range 2.49 0.94 -1.55 -62.2% 3.43
ATR 1.90 1.84 -0.06 -3.2% 0.00
Volume 336,779 287,129 -49,650 -14.7% 950,510
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 61.53 61.19 59.50
R3 60.59 60.25 59.24
R2 59.65 59.65 59.15
R1 59.31 59.31 59.07 59.48
PP 58.71 58.71 58.71 58.79
S1 58.37 58.37 58.89 58.54
S2 57.77 57.77 58.81
S3 56.83 57.43 58.72
S4 55.89 56.49 58.46
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.16 69.28 62.43
R3 67.73 65.85 61.48
R2 64.30 64.30 61.17
R1 62.42 62.42 60.85 63.36
PP 60.87 60.87 60.87 61.34
S1 58.99 58.99 60.23 59.93
S2 57.44 57.44 59.91
S3 54.01 55.56 59.60
S4 50.58 52.13 58.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.80 57.93 3.87 6.6% 1.64 2.8% 27% False False 261,400
10 62.75 57.93 4.82 8.2% 1.78 3.0% 22% False False 220,940
20 63.62 57.19 6.43 10.9% 1.77 3.0% 28% False False 157,718
40 63.62 50.00 13.62 23.1% 1.95 3.3% 66% False False 115,982
60 63.62 47.46 16.16 27.4% 1.93 3.3% 71% False False 93,167
80 63.62 47.46 16.16 27.4% 2.09 3.5% 71% False False 78,763
100 63.62 47.46 16.16 27.4% 2.12 3.6% 71% False False 66,112
120 74.90 47.46 27.44 46.5% 2.21 3.8% 42% False False 56,405
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 63.04
2.618 61.50
1.618 60.56
1.000 59.98
0.618 59.62
HIGH 59.04
0.618 58.68
0.500 58.57
0.382 58.46
LOW 58.10
0.618 57.52
1.000 57.16
1.618 56.58
2.618 55.64
4.250 54.11
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 58.84 59.82
PP 58.71 59.54
S1 58.57 59.26

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

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