NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 58.81 60.66 1.85 3.1% 60.62
High 60.94 60.80 -0.14 -0.2% 61.71
Low 58.69 59.35 0.66 1.1% 57.93
Close 60.72 59.72 -1.00 -1.6% 59.72
Range 2.25 1.45 -0.80 -35.6% 3.78
ATR 1.87 1.84 -0.03 -1.6% 0.00
Volume 329,765 230,307 -99,458 -30.2% 1,489,098
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 64.31 63.46 60.52
R3 62.86 62.01 60.12
R2 61.41 61.41 59.99
R1 60.56 60.56 59.85 60.26
PP 59.96 59.96 59.96 59.81
S1 59.11 59.11 59.59 58.81
S2 58.51 58.51 59.45
S3 57.06 57.66 59.32
S4 55.61 56.21 58.92
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.13 69.20 61.80
R3 67.35 65.42 60.76
R2 63.57 63.57 60.41
R1 61.64 61.64 60.07 60.72
PP 59.79 59.79 59.79 59.32
S1 57.86 57.86 59.37 56.94
S2 56.01 56.01 59.03
S3 52.23 54.08 58.68
S4 48.45 50.30 57.64
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 6.3% 1.80 3.0% 47% False False 297,819
10 62.75 57.93 4.82 8.1% 1.69 2.8% 37% False False 243,960
20 63.62 57.67 5.95 10.0% 1.76 2.9% 34% False False 175,678
40 63.62 50.23 13.39 22.4% 1.90 3.2% 71% False False 127,722
60 63.62 47.46 16.16 27.1% 1.90 3.2% 76% False False 101,174
80 63.62 47.46 16.16 27.1% 2.10 3.5% 76% False False 85,341
100 63.62 47.46 16.16 27.1% 2.12 3.5% 76% False False 71,640
120 70.20 47.46 22.74 38.1% 2.18 3.7% 54% False False 60,984
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.96
2.618 64.60
1.618 63.15
1.000 62.25
0.618 61.70
HIGH 60.80
0.618 60.25
0.500 60.08
0.382 59.90
LOW 59.35
0.618 58.45
1.000 57.90
1.618 57.00
2.618 55.55
4.250 53.19
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 60.08 59.65
PP 59.96 59.59
S1 59.84 59.52

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

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