NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 61.14 60.55 -0.59 -1.0% 58.96
High 61.53 60.63 -0.90 -1.5% 61.82
Low 60.21 59.73 -0.48 -0.8% 57.86
Close 60.77 59.96 -0.81 -1.3% 59.96
Range 1.32 0.90 -0.42 -31.8% 3.96
ATR 1.87 1.81 -0.06 -3.2% 0.00
Volume 352,421 246,898 -105,523 -29.9% 1,804,415
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.81 62.28 60.46
R3 61.91 61.38 60.21
R2 61.01 61.01 60.13
R1 60.48 60.48 60.04 60.30
PP 60.11 60.11 60.11 60.01
S1 59.58 59.58 59.88 59.40
S2 59.21 59.21 59.80
S3 58.31 58.68 59.71
S4 57.41 57.78 59.47
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.76 69.82 62.14
R3 67.80 65.86 61.05
R2 63.84 63.84 60.69
R1 61.90 61.90 60.32 62.87
PP 59.88 59.88 59.88 60.37
S1 57.94 57.94 59.60 58.91
S2 55.92 55.92 59.23
S3 51.96 53.98 58.87
S4 48.00 50.02 57.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.82 57.86 3.96 6.6% 1.46 2.4% 53% False False 360,883
10 61.82 56.83 4.99 8.3% 1.67 2.8% 63% False False 363,677
20 61.82 56.51 5.31 8.9% 1.79 3.0% 65% False False 337,727
40 63.62 56.51 7.11 11.9% 1.78 3.0% 49% False False 227,988
60 63.62 48.20 15.42 25.7% 1.92 3.2% 76% False False 173,752
80 63.62 47.46 16.16 27.0% 1.90 3.2% 77% False False 142,408
100 63.62 47.46 16.16 27.0% 2.04 3.4% 77% False False 120,463
120 63.62 47.46 16.16 27.0% 2.09 3.5% 77% False False 102,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 154 trading days
Fibonacci Retracements and Extensions
4.250 64.46
2.618 62.99
1.618 62.09
1.000 61.53
0.618 61.19
HIGH 60.63
0.618 60.29
0.500 60.18
0.382 60.07
LOW 59.73
0.618 59.17
1.000 58.83
1.618 58.27
2.618 57.37
4.250 55.91
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 60.18 60.78
PP 60.11 60.50
S1 60.03 60.23

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

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