NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 61.69 61.39 -0.30 -0.5% 60.45
High 61.98 63.21 1.23 2.0% 61.93
Low 60.92 61.11 0.19 0.3% 59.31
Close 61.38 62.54 1.16 1.9% 61.58
Range 1.06 2.10 1.04 98.1% 2.62
ATR 1.72 1.75 0.03 1.6% 0.00
Volume 30,473 23,244 -7,229 -23.7% 218,582
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 68.59 67.66 63.70
R3 66.49 65.56 63.12
R2 64.39 64.39 62.93
R1 63.46 63.46 62.73 63.93
PP 62.29 62.29 62.29 62.52
S1 61.36 61.36 62.35 61.83
S2 60.19 60.19 62.16
S3 58.09 59.26 61.96
S4 55.99 57.16 61.39
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 68.80 67.81 63.02
R3 66.18 65.19 62.30
R2 63.56 63.56 62.06
R1 62.57 62.57 61.82 63.07
PP 60.94 60.94 60.94 61.19
S1 59.95 59.95 61.34 60.45
S2 58.32 58.32 61.10
S3 55.70 57.33 60.86
S4 53.08 54.71 60.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.21 59.50 3.71 5.9% 1.58 2.5% 82% True False 36,568
10 63.21 58.32 4.89 7.8% 1.53 2.4% 86% True False 40,522
20 63.21 54.17 9.04 14.5% 1.67 2.7% 93% True False 43,263
40 63.21 49.69 13.52 21.6% 1.88 3.0% 95% True False 36,337
60 63.21 49.69 13.52 21.6% 1.85 3.0% 95% True False 34,764
80 63.21 49.69 13.52 21.6% 1.98 3.2% 95% True False 31,784
100 64.74 49.69 15.05 24.1% 2.04 3.3% 85% False False 27,330
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.14
2.618 68.71
1.618 66.61
1.000 65.31
0.618 64.51
HIGH 63.21
0.618 62.41
0.500 62.16
0.382 61.91
LOW 61.11
0.618 59.81
1.000 59.01
1.618 57.71
2.618 55.61
4.250 52.19
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 62.41 62.36
PP 62.29 62.18
S1 62.16 62.01

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

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