NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 60.58 61.14 0.56 0.9% 60.29
High 61.82 61.53 -0.29 -0.5% 61.58
Low 60.45 60.21 -0.24 -0.4% 56.83
Close 61.43 60.77 -0.66 -1.1% 59.13
Range 1.37 1.32 -0.05 -3.6% 4.75
ATR 1.91 1.87 -0.04 -2.2% 0.00
Volume 459,765 352,421 -107,344 -23.3% 1,832,356
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.80 64.10 61.50
R3 63.48 62.78 61.13
R2 62.16 62.16 61.01
R1 61.46 61.46 60.89 61.15
PP 60.84 60.84 60.84 60.68
S1 60.14 60.14 60.65 59.83
S2 59.52 59.52 60.53
S3 58.20 58.82 60.41
S4 56.88 57.50 60.04
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 8.2% 1.76 2.9% 79% False False 403,706
10 61.82 56.83 4.99 8.2% 1.88 3.1% 79% False False 384,209
20 61.82 56.51 5.31 8.7% 1.82 3.0% 80% False False 334,744
40 63.62 56.51 7.11 11.7% 1.82 3.0% 60% False False 225,226
60 63.62 47.46 16.16 26.6% 1.96 3.2% 82% False False 170,423
80 63.62 47.46 16.16 26.6% 1.93 3.2% 82% False False 139,890
100 63.62 47.46 16.16 26.6% 2.06 3.4% 82% False False 118,120
120 63.62 47.46 16.16 26.6% 2.12 3.5% 82% False False 100,347
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.14
2.618 64.99
1.618 63.67
1.000 62.85
0.618 62.35
HIGH 61.53
0.618 61.03
0.500 60.87
0.382 60.71
LOW 60.21
0.618 59.39
1.000 58.89
1.618 58.07
2.618 56.75
4.250 54.60
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 60.87 60.52
PP 60.84 60.27
S1 60.80 60.03

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.