NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 61.02 60.66 -0.36 -0.6% 60.76
High 62.11 60.81 -1.30 -2.1% 63.16
Low 60.30 58.40 -1.90 -3.2% 59.84
Close 60.64 58.47 -2.17 -3.6% 61.01
Range 1.81 2.41 0.60 33.1% 3.32
ATR 1.78 1.82 0.05 2.5% 0.00
Volume 42,902 42,935 33 0.1% 215,284
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 66.46 64.87 59.80
R3 64.05 62.46 59.13
R2 61.64 61.64 58.91
R1 60.05 60.05 58.69 59.64
PP 59.23 59.23 59.23 59.02
S1 57.64 57.64 58.25 57.23
S2 56.82 56.82 58.03
S3 54.41 55.23 57.81
S4 52.00 52.82 57.14
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.30 69.47 62.84
R3 67.98 66.15 61.92
R2 64.66 64.66 61.62
R1 62.83 62.83 61.31 63.75
PP 61.34 61.34 61.34 61.79
S1 59.51 59.51 60.71 60.43
S2 58.02 58.02 60.40
S3 54.70 56.19 60.10
S4 51.38 52.87 59.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.16 58.40 4.76 8.1% 1.75 3.0% 1% False True 43,369
10 64.12 58.40 5.72 9.8% 1.83 3.1% 1% False True 45,919
20 64.12 57.80 6.32 10.8% 1.72 2.9% 11% False False 44,030
40 64.12 51.13 12.99 22.2% 1.87 3.2% 57% False False 38,093
60 64.12 48.71 15.41 26.4% 1.85 3.2% 63% False False 34,469
80 64.12 48.71 15.41 26.4% 1.99 3.4% 63% False False 30,614
100 64.12 48.71 15.41 26.4% 2.00 3.4% 63% False False 25,952
120 76.63 48.71 27.92 47.8% 2.09 3.6% 35% False False 22,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.05
2.618 67.12
1.618 64.71
1.000 63.22
0.618 62.30
HIGH 60.81
0.618 59.89
0.500 59.61
0.382 59.32
LOW 58.40
0.618 56.91
1.000 55.99
1.618 54.50
2.618 52.09
4.250 48.16
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 59.61 60.26
PP 59.23 59.66
S1 58.85 59.07

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

View Archives - Comment on this page... - Back to Index of Symbols