NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 61.86 63.08 1.22 2.0% 61.05
High 63.59 64.74 1.15 1.8% 62.34
Low 61.58 62.85 1.27 2.1% 59.80
Close 62.94 63.28 0.34 0.5% 62.04
Range 2.01 1.89 -0.12 -6.0% 2.54
ATR 1.64 1.66 0.02 1.1% 0.00
Volume 12,715 23,739 11,024 86.7% 106,429
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 69.29 68.18 64.32
R3 67.40 66.29 63.80
R2 65.51 65.51 63.63
R1 64.40 64.40 63.45 64.96
PP 63.62 63.62 63.62 63.90
S1 62.51 62.51 63.11 63.07
S2 61.73 61.73 62.93
S3 59.84 60.62 62.76
S4 57.95 58.73 62.24
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 69.01 68.07 63.44
R3 66.47 65.53 62.74
R2 63.93 63.93 62.51
R1 62.99 62.99 62.27 63.46
PP 61.39 61.39 61.39 61.63
S1 60.45 60.45 61.81 60.92
S2 58.85 58.85 61.57
S3 56.31 57.91 61.34
S4 53.77 55.37 60.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.74 61.05 3.69 5.8% 1.45 2.3% 60% True False 20,173
10 64.74 59.25 5.49 8.7% 1.50 2.4% 73% True False 21,072
20 64.74 54.98 9.76 15.4% 1.55 2.5% 85% True False 18,864
40 64.74 50.54 14.20 22.4% 1.70 2.7% 90% True False 15,972
60 64.74 50.54 14.20 22.4% 1.67 2.6% 90% True False 14,407
80 64.74 50.54 14.20 22.4% 1.79 2.8% 90% True False 12,708
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.77
2.618 69.69
1.618 67.80
1.000 66.63
0.618 65.91
HIGH 64.74
0.618 64.02
0.500 63.80
0.382 63.57
LOW 62.85
0.618 61.68
1.000 60.96
1.618 59.79
2.618 57.90
4.250 54.82
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 63.80 63.21
PP 63.62 63.15
S1 63.45 63.08

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

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