NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 60.34 58.80 -1.54 -2.6% 61.02
High 60.65 59.37 -1.28 -2.1% 62.11
Low 58.17 57.74 -0.43 -0.7% 58.40
Close 58.48 57.86 -0.62 -1.1% 60.15
Range 2.48 1.63 -0.85 -34.3% 3.71
ATR 1.82 1.81 -0.01 -0.7% 0.00
Volume 43,810 61,554 17,744 40.5% 273,819
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 63.21 62.17 58.76
R3 61.58 60.54 58.31
R2 59.95 59.95 58.16
R1 58.91 58.91 58.01 58.62
PP 58.32 58.32 58.32 58.18
S1 57.28 57.28 57.71 56.99
S2 56.69 56.69 57.56
S3 55.06 55.65 57.41
S4 53.43 54.02 56.96
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.35 69.46 62.19
R3 67.64 65.75 61.17
R2 63.93 63.93 60.83
R1 62.04 62.04 60.49 61.13
PP 60.22 60.22 60.22 59.77
S1 58.33 58.33 59.81 57.42
S2 56.51 56.51 59.47
S3 52.80 54.62 59.13
S4 49.09 50.91 58.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.32 57.74 3.58 6.2% 1.72 3.0% 3% False True 58,669
10 63.16 57.74 5.42 9.4% 1.73 3.0% 2% False True 51,019
20 64.12 57.74 6.38 11.0% 1.76 3.0% 2% False True 47,632
40 64.12 51.30 12.82 22.2% 1.81 3.1% 51% False False 42,258
60 64.12 48.71 15.41 26.6% 1.84 3.2% 59% False False 36,934
80 64.12 48.71 15.41 26.6% 1.99 3.4% 59% False False 33,535
100 64.12 48.71 15.41 26.6% 2.01 3.5% 59% False False 28,750
120 69.14 48.71 20.43 35.3% 2.04 3.5% 45% False False 24,660
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.30
2.618 63.64
1.618 62.01
1.000 61.00
0.618 60.38
HIGH 59.37
0.618 58.75
0.500 58.56
0.382 58.36
LOW 57.74
0.618 56.73
1.000 56.11
1.618 55.10
2.618 53.47
4.250 50.81
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 58.56 59.48
PP 58.32 58.94
S1 58.09 58.40

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

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