NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 61.65 61.41 -0.24 -0.4% 61.05
High 61.66 62.43 0.77 1.2% 63.49
Low 60.24 60.60 0.36 0.6% 60.24
Close 61.36 60.91 -0.45 -0.7% 61.36
Range 1.42 1.83 0.41 28.9% 3.25
ATR 1.72 1.73 0.01 0.4% 0.00
Volume 35,702 27,568 -8,134 -22.8% 182,018
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 66.80 65.69 61.92
R3 64.97 63.86 61.41
R2 63.14 63.14 61.25
R1 62.03 62.03 61.08 61.67
PP 61.31 61.31 61.31 61.14
S1 60.20 60.20 60.74 59.84
S2 59.48 59.48 60.57
S3 57.65 58.37 60.41
S4 55.82 56.54 59.90
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 71.45 69.65 63.15
R3 68.20 66.40 62.25
R2 64.95 64.95 61.96
R1 63.15 63.15 61.66 64.05
PP 61.70 61.70 61.70 62.15
S1 59.90 59.90 61.06 60.80
S2 58.45 58.45 60.76
S3 55.20 56.65 60.47
S4 51.95 53.40 59.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.49 60.24 3.25 5.3% 1.66 2.7% 21% False False 34,772
10 64.45 59.90 4.55 7.5% 1.78 2.9% 22% False False 38,558
20 64.45 58.32 6.13 10.1% 1.63 2.7% 42% False False 39,892
40 64.45 51.12 13.33 21.9% 1.82 3.0% 73% False False 39,210
60 64.45 49.69 14.76 24.2% 1.80 3.0% 76% False False 35,911
80 64.45 49.69 14.76 24.2% 1.92 3.1% 76% False False 34,133
100 64.45 49.69 14.76 24.2% 1.94 3.2% 76% False False 30,003
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 0.45
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 70.21
2.618 67.22
1.618 65.39
1.000 64.26
0.618 63.56
HIGH 62.43
0.618 61.73
0.500 61.52
0.382 61.30
LOW 60.60
0.618 59.47
1.000 58.77
1.618 57.64
2.618 55.81
4.250 52.82
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 61.52 61.45
PP 61.31 61.27
S1 61.11 61.09

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

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