NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 62.19 64.22 2.03 3.3% 62.96
High 64.01 64.39 0.38 0.6% 65.38
Low 62.07 62.86 0.79 1.3% 61.00
Close 63.58 63.31 -0.27 -0.4% 62.23
Range 1.94 1.53 -0.41 -21.1% 4.38
ATR 1.69 1.68 -0.01 -0.7% 0.00
Volume 36,029 45,617 9,588 26.6% 277,176
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 68.11 67.24 64.15
R3 66.58 65.71 63.73
R2 65.05 65.05 63.59
R1 64.18 64.18 63.45 63.85
PP 63.52 63.52 63.52 63.36
S1 62.65 62.65 63.17 62.32
S2 61.99 61.99 63.03
S3 60.46 61.12 62.89
S4 58.93 59.59 62.47
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 76.01 73.50 64.64
R3 71.63 69.12 63.43
R2 67.25 67.25 63.03
R1 64.74 64.74 62.63 63.81
PP 62.87 62.87 62.87 62.40
S1 60.36 60.36 61.83 59.43
S2 58.49 58.49 61.43
S3 54.11 55.98 61.03
S4 49.73 51.60 59.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.39 61.00 3.39 5.4% 1.77 2.8% 68% True False 53,194
10 65.38 61.00 4.38 6.9% 1.60 2.5% 53% False False 56,272
20 65.38 59.67 5.71 9.0% 1.60 2.5% 64% False False 57,049
40 65.38 51.95 13.43 21.2% 1.81 2.9% 85% False False 51,918
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 True
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.89
2.618 68.40
1.618 66.87
1.000 65.92
0.618 65.34
HIGH 64.39
0.618 63.81
0.500 63.63
0.382 63.44
LOW 62.86
0.618 61.91
1.000 61.33
1.618 60.38
2.618 58.85
4.250 56.36
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 63.63 63.21
PP 63.52 63.10
S1 63.42 63.00

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

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