NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 58.32 58.81 0.49 0.8% 60.25
High 59.04 60.94 1.90 3.2% 62.75
Low 58.10 58.69 0.59 1.0% 59.32
Close 58.98 60.72 1.74 3.0% 60.54
Range 0.94 2.25 1.31 139.4% 3.43
ATR 1.84 1.87 0.03 1.6% 0.00
Volume 287,129 329,765 42,636 14.8% 950,510
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 66.87 66.04 61.96
R3 64.62 63.79 61.34
R2 62.37 62.37 61.13
R1 61.54 61.54 60.93 61.96
PP 60.12 60.12 60.12 60.32
S1 59.29 59.29 60.51 59.71
S2 57.87 57.87 60.31
S3 55.62 57.04 60.10
S4 53.37 54.79 59.48
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 61.71 57.93 3.78 6.2% 1.81 3.0% 74% False False 289,905
10 62.75 57.93 4.82 7.9% 1.72 2.8% 58% False False 238,491
20 63.62 57.67 5.95 9.8% 1.75 2.9% 51% False False 169,994
40 63.62 50.23 13.39 22.1% 1.95 3.2% 78% False False 123,206
60 63.62 47.46 16.16 26.6% 1.92 3.2% 82% False False 98,195
80 63.62 47.46 16.16 26.6% 2.10 3.5% 82% False False 82,677
100 63.62 47.46 16.16 26.6% 2.12 3.5% 82% False False 69,367
120 73.63 47.46 26.17 43.1% 2.22 3.7% 51% False False 59,105
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.50
2.618 66.83
1.618 64.58
1.000 63.19
0.618 62.33
HIGH 60.94
0.618 60.08
0.500 59.82
0.382 59.55
LOW 58.69
0.618 57.30
1.000 56.44
1.618 55.05
2.618 52.80
4.250 49.13
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 60.42 60.29
PP 60.12 59.86
S1 59.82 59.44

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

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