NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 58.96 58.31 -0.65 -1.1% 60.29
High 59.13 60.68 1.55 2.6% 61.58
Low 57.86 58.23 0.37 0.6% 56.83
Close 58.14 60.14 2.00 3.4% 59.13
Range 1.27 2.45 1.18 92.9% 4.75
ATR 1.88 1.93 0.05 2.5% 0.00
Volume 339,845 405,486 65,641 19.3% 1,832,356
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.03 66.04 61.49
R3 64.58 63.59 60.81
R2 62.13 62.13 60.59
R1 61.14 61.14 60.36 61.64
PP 59.68 59.68 59.68 59.93
S1 58.69 58.69 59.92 59.19
S2 57.23 57.23 59.69
S3 54.78 56.24 59.47
S4 52.33 53.79 58.79
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 61.43 56.83 4.60 7.6% 2.06 3.4% 72% False False 388,198
10 61.58 56.51 5.07 8.4% 1.93 3.2% 72% False False 368,550
20 62.75 56.51 6.24 10.4% 1.88 3.1% 58% False False 314,834
40 63.62 54.95 8.67 14.4% 1.86 3.1% 60% False False 209,638
60 63.62 47.46 16.16 26.9% 1.98 3.3% 78% False False 158,418
80 63.62 47.46 16.16 26.9% 1.96 3.3% 78% False False 130,810
100 63.62 47.46 16.16 26.9% 2.10 3.5% 78% False False 110,433
120 63.62 47.46 16.16 26.9% 2.15 3.6% 78% False False 93,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 71.09
2.618 67.09
1.618 64.64
1.000 63.13
0.618 62.19
HIGH 60.68
0.618 59.74
0.500 59.46
0.382 59.17
LOW 58.23
0.618 56.72
1.000 55.78
1.618 54.27
2.618 51.82
4.250 47.82
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 59.91 59.68
PP 59.68 59.22
S1 59.46 58.76

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

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