NYMEX Light Sweet Crude Oil Future October 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 59.31 58.58 -0.73 -1.2% 61.65
High 59.80 58.74 -1.06 -1.8% 62.73
Low 58.15 57.32 -0.83 -1.4% 59.07
Close 58.23 58.37 0.14 0.2% 60.67
Range 1.65 1.42 -0.23 -13.9% 3.66
ATR 1.69 1.67 -0.02 -1.1% 0.00
Volume 19,501 32,768 13,267 68.0% 101,556
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 62.40 61.81 59.15
R3 60.98 60.39 58.76
R2 59.56 59.56 58.63
R1 58.97 58.97 58.50 58.56
PP 58.14 58.14 58.14 57.94
S1 57.55 57.55 58.24 57.14
S2 56.72 56.72 58.11
S3 55.30 56.13 57.98
S4 53.88 54.71 57.59
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 57.32 4.45 7.6% 1.75 3.0% 24% False True 24,872
10 62.94 57.32 5.62 9.6% 1.62 2.8% 19% False True 21,003
20 64.74 57.32 7.42 12.7% 1.60 2.7% 14% False True 20,794
40 64.74 52.98 11.76 20.1% 1.67 2.9% 46% False False 19,329
60 64.74 50.54 14.20 24.3% 1.65 2.8% 55% False False 17,053
80 64.74 50.54 14.20 24.3% 1.75 3.0% 55% False False 15,456
100 64.74 50.54 14.20 24.3% 1.77 3.0% 55% False False 13,485
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.78
2.618 62.46
1.618 61.04
1.000 60.16
0.618 59.62
HIGH 58.74
0.618 58.20
0.500 58.03
0.382 57.86
LOW 57.32
0.618 56.44
1.000 55.90
1.618 55.02
2.618 53.60
4.250 51.29
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 58.26 59.25
PP 58.14 58.96
S1 58.03 58.66

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

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