NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 57.98 58.19 0.21 0.4% 60.34
High 58.37 60.97 2.60 4.5% 60.97
Low 56.88 58.04 1.16 2.0% 56.88
Close 58.02 60.60 2.58 4.4% 60.60
Range 1.49 2.93 1.44 96.6% 4.09
ATR 1.78 1.87 0.08 4.7% 0.00
Volume 89,209 84,014 -5,195 -5.8% 278,587
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 68.66 67.56 62.21
R3 65.73 64.63 61.41
R2 62.80 62.80 61.14
R1 61.70 61.70 60.87 62.25
PP 59.87 59.87 59.87 60.15
S1 58.77 58.77 60.33 59.32
S2 56.94 56.94 60.06
S3 54.01 55.84 59.79
S4 51.08 52.91 58.99
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.75 70.27 62.85
R3 67.66 66.18 61.72
R2 63.57 63.57 61.35
R1 62.09 62.09 60.97 62.83
PP 59.48 59.48 59.48 59.86
S1 58.00 58.00 60.23 58.74
S2 55.39 55.39 59.85
S3 51.30 53.91 59.48
S4 47.21 49.82 58.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.21 56.88 4.33 7.1% 1.99 3.3% 86% False False 73,398
10 62.11 56.88 5.23 8.6% 1.87 3.1% 71% False False 59,599
20 64.12 56.88 7.24 11.9% 1.80 3.0% 51% False False 51,538
40 64.12 51.79 12.33 20.3% 1.82 3.0% 71% False False 45,445
60 64.12 48.71 15.41 25.4% 1.87 3.1% 77% False False 38,808
80 64.12 48.71 15.41 25.4% 1.95 3.2% 77% False False 35,247
100 64.12 48.71 15.41 25.4% 2.00 3.3% 77% False False 30,417
120 67.65 48.71 18.94 31.3% 2.05 3.4% 63% False False 26,052
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 0.29
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 73.42
2.618 68.64
1.618 65.71
1.000 63.90
0.618 62.78
HIGH 60.97
0.618 59.85
0.500 59.51
0.382 59.16
LOW 58.04
0.618 56.23
1.000 55.11
1.618 53.30
2.618 50.37
4.250 45.59
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 60.24 60.04
PP 59.87 59.48
S1 59.51 58.93

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

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