NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 60.85 59.31 -1.54 -2.5% 61.65
High 61.18 59.80 -1.38 -2.3% 62.73
Low 58.70 58.15 -0.55 -0.9% 59.07
Close 59.01 58.23 -0.78 -1.3% 60.67
Range 2.48 1.65 -0.83 -33.5% 3.66
ATR 1.69 1.69 0.00 -0.2% 0.00
Volume 18,705 19,501 796 4.3% 101,556
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 63.68 62.60 59.14
R3 62.03 60.95 58.68
R2 60.38 60.38 58.53
R1 59.30 59.30 58.38 59.02
PP 58.73 58.73 58.73 58.58
S1 57.65 57.65 58.08 57.37
S2 57.08 57.08 57.93
S3 55.43 56.00 57.78
S4 53.78 54.35 57.32
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 71.80 69.90 62.68
R3 68.14 66.24 61.68
R2 64.48 64.48 61.34
R1 62.58 62.58 61.01 61.70
PP 60.82 60.82 60.82 60.39
S1 58.92 58.92 60.33 58.04
S2 57.16 57.16 60.00
S3 53.50 55.26 59.66
S4 49.84 51.60 58.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.77 58.15 3.62 6.2% 1.61 2.8% 2% False True 21,730
10 63.75 58.15 5.60 9.6% 1.64 2.8% 1% False True 19,526
20 64.74 58.15 6.59 11.3% 1.64 2.8% 1% False True 20,049
40 64.74 52.98 11.76 20.2% 1.66 2.9% 45% False False 18,688
60 64.74 50.54 14.20 24.4% 1.64 2.8% 54% False False 16,675
80 64.74 50.54 14.20 24.4% 1.77 3.0% 54% False False 15,115
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 66.81
2.618 64.12
1.618 62.47
1.000 61.45
0.618 60.82
HIGH 59.80
0.618 59.17
0.500 58.98
0.382 58.78
LOW 58.15
0.618 57.13
1.000 56.50
1.618 55.48
2.618 53.83
4.250 51.14
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 58.98 59.86
PP 58.73 59.32
S1 58.48 58.77

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

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