NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 58.31 60.58 2.27 3.9% 60.29
High 60.68 61.82 1.14 1.9% 61.58
Low 58.23 60.45 2.22 3.8% 56.83
Close 60.14 61.43 1.29 2.1% 59.13
Range 2.45 1.37 -1.08 -44.1% 4.75
ATR 1.93 1.91 -0.02 -0.9% 0.00
Volume 405,486 459,765 54,279 13.4% 1,832,356
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.34 64.76 62.18
R3 63.97 63.39 61.81
R2 62.60 62.60 61.68
R1 62.02 62.02 61.56 62.31
PP 61.23 61.23 61.23 61.38
S1 60.65 60.65 61.30 60.94
S2 59.86 59.86 61.18
S3 58.49 59.28 61.05
S4 57.12 57.91 60.68
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 61.82 56.83 4.99 8.1% 1.92 3.1% 92% True False 405,891
10 61.82 56.51 5.31 8.6% 1.90 3.1% 93% True False 383,035
20 62.75 56.51 6.24 10.2% 1.84 3.0% 79% False False 328,165
40 63.62 56.00 7.62 12.4% 1.86 3.0% 71% False False 218,938
60 63.62 47.46 16.16 26.3% 1.97 3.2% 86% False False 165,193
80 63.62 47.46 16.16 26.3% 1.95 3.2% 86% False False 135,870
100 63.62 47.46 16.16 26.3% 2.07 3.4% 86% False False 114,818
120 63.62 47.46 16.16 26.3% 2.14 3.5% 86% False False 97,514
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.64
2.618 65.41
1.618 64.04
1.000 63.19
0.618 62.67
HIGH 61.82
0.618 61.30
0.500 61.14
0.382 60.97
LOW 60.45
0.618 59.60
1.000 59.08
1.618 58.23
2.618 56.86
4.250 54.63
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 61.33 60.90
PP 61.23 60.37
S1 61.14 59.84

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

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