NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 60.99 59.09 -1.90 -3.1% 61.05
High 61.08 59.80 -1.28 -2.1% 63.49
Low 58.75 58.90 0.15 0.3% 60.24
Close 58.80 59.75 0.95 1.6% 61.36
Range 2.33 0.90 -1.43 -61.4% 3.25
ATR 1.78 1.72 -0.06 -3.1% 0.00
Volume 33,166 35,220 2,054 6.2% 182,018
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 62.18 61.87 60.25
R3 61.28 60.97 60.00
R2 60.38 60.38 59.92
R1 60.07 60.07 59.83 60.23
PP 59.48 59.48 59.48 59.56
S1 59.17 59.17 59.67 59.33
S2 58.58 58.58 59.59
S3 57.68 58.27 59.50
S4 56.78 57.37 59.26
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 62.65 58.75 3.90 6.5% 1.57 2.6% 26% False False 34,851
10 63.49 58.75 4.74 7.9% 1.69 2.8% 21% False False 38,269
20 64.45 58.70 5.75 9.6% 1.64 2.7% 18% False False 40,275
40 64.45 52.02 12.43 20.8% 1.82 3.0% 62% False False 39,840
60 64.45 49.69 14.76 24.7% 1.80 3.0% 68% False False 36,086
80 64.45 49.69 14.76 24.7% 1.92 3.2% 68% False False 34,258
100 64.45 49.69 14.76 24.7% 1.94 3.2% 68% False False 30,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 63.63
2.618 62.16
1.618 61.26
1.000 60.70
0.618 60.36
HIGH 59.80
0.618 59.46
0.500 59.35
0.382 59.24
LOW 58.90
0.618 58.34
1.000 58.00
1.618 57.44
2.618 56.54
4.250 55.08
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 59.62 60.59
PP 59.48 60.31
S1 59.35 60.03

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

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