NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 59.90 59.60 -0.30 -0.5% 58.96
High 59.98 60.37 0.39 0.7% 61.82
Low 58.73 59.42 0.69 1.2% 57.86
Close 59.52 59.97 0.45 0.8% 59.96
Range 1.25 0.95 -0.30 -24.0% 3.96
ATR 1.77 1.71 -0.06 -3.3% 0.00
Volume 275,187 233,935 -41,252 -15.0% 1,804,415
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.77 62.32 60.49
R3 61.82 61.37 60.23
R2 60.87 60.87 60.14
R1 60.42 60.42 60.06 60.65
PP 59.92 59.92 59.92 60.03
S1 59.47 59.47 59.88 59.70
S2 58.97 58.97 59.80
S3 58.02 58.52 59.71
S4 57.07 57.57 59.45
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 58.73 3.09 5.2% 1.16 1.9% 40% False False 313,641
10 61.82 56.83 4.99 8.3% 1.61 2.7% 63% False False 350,919
20 61.82 56.51 5.31 8.9% 1.74 2.9% 65% False False 338,391
40 63.62 56.51 7.11 11.9% 1.75 2.9% 49% False False 236,324
60 63.62 48.79 14.83 24.7% 1.88 3.1% 75% False False 180,825
80 63.62 47.46 16.16 26.9% 1.88 3.1% 77% False False 147,961
100 63.62 47.46 16.16 26.9% 2.02 3.4% 77% False False 125,013
120 63.62 47.46 16.16 26.9% 2.06 3.4% 77% False False 106,421
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.41
2.618 62.86
1.618 61.91
1.000 61.32
0.618 60.96
HIGH 60.37
0.618 60.01
0.500 59.90
0.382 59.78
LOW 59.42
0.618 58.83
1.000 58.47
1.618 57.88
2.618 56.93
4.250 55.38
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 59.95 59.87
PP 59.92 59.78
S1 59.90 59.68

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

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