NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 60.55 59.90 -0.65 -1.1% 58.96
High 60.63 59.98 -0.65 -1.1% 61.82
Low 59.73 58.73 -1.00 -1.7% 57.86
Close 59.96 59.52 -0.44 -0.7% 59.96
Range 0.90 1.25 0.35 38.9% 3.96
ATR 1.81 1.77 -0.04 -2.2% 0.00
Volume 246,898 275,187 28,289 11.5% 1,804,415
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.16 62.59 60.21
R3 61.91 61.34 59.86
R2 60.66 60.66 59.75
R1 60.09 60.09 59.63 59.75
PP 59.41 59.41 59.41 59.24
S1 58.84 58.84 59.41 58.50
S2 58.16 58.16 59.29
S3 56.91 57.59 59.18
S4 55.66 56.34 58.83
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 58.23 3.59 6.0% 1.46 2.4% 36% False False 347,951
10 61.82 56.83 4.99 8.4% 1.67 2.8% 54% False False 361,976
20 61.82 56.51 5.31 8.9% 1.78 3.0% 57% False False 341,950
40 63.62 56.51 7.11 11.9% 1.78 3.0% 42% False False 232,536
60 63.62 48.20 15.42 25.9% 1.90 3.2% 73% False False 177,447
80 63.62 47.46 16.16 27.2% 1.89 3.2% 75% False False 145,548
100 63.62 47.46 16.16 27.2% 2.04 3.4% 75% False False 122,942
120 63.62 47.46 16.16 27.2% 2.07 3.5% 75% False False 104,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.29
2.618 63.25
1.618 62.00
1.000 61.23
0.618 60.75
HIGH 59.98
0.618 59.50
0.500 59.36
0.382 59.21
LOW 58.73
0.618 57.96
1.000 57.48
1.618 56.71
2.618 55.46
4.250 53.42
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 59.47 60.13
PP 59.41 59.93
S1 59.36 59.72

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

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