NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 61.35 61.39 0.04 0.1% 62.09
High 61.79 63.35 1.56 2.5% 64.74
Low 60.90 61.39 0.49 0.8% 60.30
Close 61.56 62.91 1.35 2.2% 61.50
Range 0.89 1.96 1.07 120.2% 4.44
ATR 1.66 1.68 0.02 1.3% 0.00
Volume 23,676 16,737 -6,939 -29.3% 103,221
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 68.43 67.63 63.99
R3 66.47 65.67 63.45
R2 64.51 64.51 63.27
R1 63.71 63.71 63.09 64.11
PP 62.55 62.55 62.55 62.75
S1 61.75 61.75 62.73 62.15
S2 60.59 60.59 62.55
S3 58.63 59.79 62.37
S4 56.67 57.83 61.83
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 75.50 72.94 63.94
R3 71.06 68.50 62.72
R2 66.62 66.62 62.31
R1 64.06 64.06 61.91 63.12
PP 62.18 62.18 62.18 61.71
S1 59.62 59.62 61.09 58.68
S2 57.74 57.74 60.69
S3 53.30 55.18 60.28
S4 48.86 50.74 59.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.74 60.30 4.44 7.1% 1.79 2.9% 59% False False 22,146
10 64.74 59.98 4.76 7.6% 1.65 2.6% 62% False False 20,571
20 64.74 57.58 7.16 11.4% 1.64 2.6% 74% False False 20,328
40 64.74 50.54 14.20 22.6% 1.70 2.7% 87% False False 16,990
60 64.74 50.54 14.20 22.6% 1.66 2.6% 87% False False 15,169
80 64.74 50.54 14.20 22.6% 1.75 2.8% 87% False False 13,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.68
2.618 68.48
1.618 66.52
1.000 65.31
0.618 64.56
HIGH 63.35
0.618 62.60
0.500 62.37
0.382 62.14
LOW 61.39
0.618 60.18
1.000 59.43
1.618 58.22
2.618 56.26
4.250 53.06
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 62.73 62.55
PP 62.55 62.19
S1 62.37 61.83

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

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