NYMEX Light Sweet Crude Oil Future November 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 61.71 61.82 0.11 0.2% 62.29
High 62.10 63.66 1.56 2.5% 65.03
Low 61.28 61.74 0.46 0.8% 60.64
Close 61.93 63.26 1.33 2.1% 61.88
Range 0.82 1.92 1.10 134.1% 4.39
ATR 1.57 1.60 0.02 1.6% 0.00
Volume 18,884 11,315 -7,569 -40.1% 72,609
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 68.65 67.87 64.32
R3 66.73 65.95 63.79
R2 64.81 64.81 63.61
R1 64.03 64.03 63.44 64.42
PP 62.89 62.89 62.89 63.08
S1 62.11 62.11 63.08 62.50
S2 60.97 60.97 62.91
S3 59.05 60.19 62.73
S4 57.13 58.27 62.20
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 75.69 73.17 64.29
R3 71.30 68.78 63.09
R2 66.91 66.91 62.68
R1 64.39 64.39 62.28 63.46
PP 62.52 62.52 62.52 62.05
S1 60.00 60.00 61.48 59.07
S2 58.13 58.13 61.08
S3 53.74 55.61 60.67
S4 49.35 51.22 59.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.03 60.64 4.39 6.9% 1.75 2.8% 60% False False 15,808
10 65.03 60.64 4.39 6.9% 1.58 2.5% 60% False False 14,108
20 65.03 58.13 6.90 10.9% 1.53 2.4% 74% False False 12,939
40 65.03 51.33 13.70 21.7% 1.61 2.5% 87% False False 10,938
60 65.03 51.33 13.70 21.7% 1.54 2.4% 87% False False 9,699
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.82
2.618 68.69
1.618 66.77
1.000 65.58
0.618 64.85
HIGH 63.66
0.618 62.93
0.500 62.70
0.382 62.47
LOW 61.74
0.618 60.55
1.000 59.82
1.618 58.63
2.618 56.71
4.250 53.58
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 63.07 62.89
PP 62.89 62.52
S1 62.70 62.15

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

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