NYMEX Light Sweet Crude Oil Future September 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 59.06 58.17 -0.89 -1.5% 61.41
High 59.63 58.55 -1.08 -1.8% 62.43
Low 57.95 57.09 -0.86 -1.5% 58.75
Close 58.04 58.20 0.16 0.3% 60.43
Range 1.68 1.46 -0.22 -13.1% 3.68
ATR 1.77 1.74 -0.02 -1.2% 0.00
Volume 33,708 62,042 28,334 84.1% 182,101
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 62.33 61.72 59.00
R3 60.87 60.26 58.60
R2 59.41 59.41 58.47
R1 58.80 58.80 58.33 59.11
PP 57.95 57.95 57.95 58.10
S1 57.34 57.34 58.07 57.65
S2 56.49 56.49 57.93
S3 55.03 55.88 57.80
S4 53.57 54.42 57.40
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.58 69.68 62.45
R3 67.90 66.00 61.44
R2 64.22 64.22 61.10
R1 62.32 62.32 60.77 61.43
PP 60.54 60.54 60.54 60.09
S1 58.64 58.64 60.09 57.75
S2 56.86 56.86 59.76
S3 53.18 54.96 59.42
S4 49.50 51.28 58.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.54 57.09 4.45 7.6% 1.81 3.1% 25% False True 42,931
10 62.65 57.09 5.56 9.6% 1.69 2.9% 20% False True 38,891
20 64.45 57.09 7.36 12.6% 1.68 2.9% 15% False True 39,809
40 64.45 52.13 12.32 21.2% 1.78 3.1% 49% False False 41,206
60 64.45 49.69 14.76 25.4% 1.80 3.1% 58% False False 37,265
80 64.45 49.69 14.76 25.4% 1.90 3.3% 58% False False 35,813
100 64.45 49.69 14.76 25.4% 1.93 3.3% 58% False False 32,308
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.76
2.618 62.37
1.618 60.91
1.000 60.01
0.618 59.45
HIGH 58.55
0.618 57.99
0.500 57.82
0.382 57.65
LOW 57.09
0.618 56.19
1.000 55.63
1.618 54.73
2.618 53.27
4.250 50.89
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 58.07 59.00
PP 57.95 58.73
S1 57.82 58.47

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

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