NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 58.80 57.98 -0.82 -1.4% 61.02
High 59.37 58.37 -1.00 -1.7% 62.11
Low 57.74 56.88 -0.86 -1.5% 58.40
Close 57.86 58.02 0.16 0.3% 60.15
Range 1.63 1.49 -0.14 -8.6% 3.71
ATR 1.81 1.78 -0.02 -1.3% 0.00
Volume 61,554 89,209 27,655 44.9% 273,819
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 62.23 61.61 58.84
R3 60.74 60.12 58.43
R2 59.25 59.25 58.29
R1 58.63 58.63 58.16 58.94
PP 57.76 57.76 57.76 57.91
S1 57.14 57.14 57.88 57.45
S2 56.27 56.27 57.75
S3 54.78 55.65 57.61
S4 53.29 54.16 57.20
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 56.88 4.44 7.7% 1.83 3.2% 26% False True 66,188
10 62.30 56.88 5.42 9.3% 1.72 3.0% 21% False True 55,985
20 64.12 56.88 7.24 12.5% 1.71 3.0% 16% False True 50,446
40 64.12 51.30 12.82 22.1% 1.82 3.1% 52% False False 44,012
60 64.12 48.71 15.41 26.6% 1.85 3.2% 60% False False 37,883
80 64.12 48.71 15.41 26.6% 1.96 3.4% 60% False False 34,514
100 64.12 48.71 15.41 26.6% 1.99 3.4% 60% False False 29,602
120 69.11 48.71 20.40 35.2% 2.04 3.5% 46% False False 25,374
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 3 trading days
Fibonacci Retracements and Extensions
4.250 64.70
2.618 62.27
1.618 60.78
1.000 59.86
0.618 59.29
HIGH 58.37
0.618 57.80
0.500 57.63
0.382 57.45
LOW 56.88
0.618 55.96
1.000 55.39
1.618 54.47
2.618 52.98
4.250 50.55
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 57.89 58.77
PP 57.76 58.52
S1 57.63 58.27

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

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