NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 57.99 58.96 0.97 1.7% 60.29
High 59.23 59.13 -0.10 -0.2% 61.58
Low 56.83 57.86 1.03 1.8% 56.83
Close 59.13 58.14 -0.99 -1.7% 59.13
Range 2.40 1.27 -1.13 -47.1% 4.75
ATR 1.93 1.88 -0.05 -2.4% 0.00
Volume 461,016 339,845 -121,171 -26.3% 1,832,356
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.19 61.43 58.84
R3 60.92 60.16 58.49
R2 59.65 59.65 58.37
R1 58.89 58.89 58.26 58.64
PP 58.38 58.38 58.38 58.25
S1 57.62 57.62 58.02 57.37
S2 57.11 57.11 57.91
S3 55.84 56.35 57.79
S4 54.57 55.08 57.44
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.43 71.03 61.74
R3 68.68 66.28 60.44
R2 63.93 63.93 60.00
R1 61.53 61.53 59.57 60.36
PP 59.18 59.18 59.18 58.59
S1 56.78 56.78 58.69 55.61
S2 54.43 54.43 58.26
S3 49.68 52.03 57.82
S4 44.93 47.28 56.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.58 56.83 4.75 8.2% 1.87 3.2% 28% False False 376,002
10 61.58 56.51 5.07 8.7% 1.93 3.3% 32% False False 361,015
20 62.75 56.51 6.24 10.7% 1.81 3.1% 26% False False 302,487
40 63.62 54.54 9.08 15.6% 1.83 3.2% 40% False False 201,834
60 63.62 47.46 16.16 27.8% 1.98 3.4% 66% False False 152,467
80 63.62 47.46 16.16 27.8% 1.96 3.4% 66% False False 126,291
100 63.62 47.46 16.16 27.8% 2.11 3.6% 66% False False 106,566
120 63.62 47.46 16.16 27.8% 2.16 3.7% 66% False False 90,484
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 64.53
2.618 62.45
1.618 61.18
1.000 60.40
0.618 59.91
HIGH 59.13
0.618 58.64
0.500 58.50
0.382 58.35
LOW 57.86
0.618 57.08
1.000 56.59
1.618 55.81
2.618 54.54
4.250 52.46
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 58.50 58.39
PP 58.38 58.30
S1 58.26 58.22

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

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