NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 59.60 60.03 0.43 0.7% 58.96
High 60.37 61.38 1.01 1.7% 61.82
Low 59.42 58.85 -0.57 -1.0% 57.86
Close 59.97 59.92 -0.05 -0.1% 59.96
Range 0.95 2.53 1.58 166.3% 3.96
ATR 1.71 1.77 0.06 3.4% 0.00
Volume 233,935 396,155 162,220 69.3% 1,804,415
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.64 66.31 61.31
R3 65.11 63.78 60.62
R2 62.58 62.58 60.38
R1 61.25 61.25 60.15 60.65
PP 60.05 60.05 60.05 59.75
S1 58.72 58.72 59.69 58.12
S2 57.52 57.52 59.46
S3 54.99 56.19 59.22
S4 52.46 53.66 58.53
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 61.53 58.73 2.80 4.7% 1.39 2.3% 43% False False 300,919
10 61.82 56.83 4.99 8.3% 1.66 2.8% 62% False False 353,405
20 61.82 56.51 5.31 8.9% 1.74 2.9% 64% False False 341,359
40 63.62 56.51 7.11 11.9% 1.77 2.9% 48% False False 244,547
60 63.62 49.96 13.66 22.8% 1.89 3.2% 73% False False 186,838
80 63.62 47.46 16.16 27.0% 1.89 3.2% 77% False False 152,474
100 63.62 47.46 16.16 27.0% 2.02 3.4% 77% False False 128,659
120 63.62 47.46 16.16 27.0% 2.06 3.4% 77% False False 109,641
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 72.13
2.618 68.00
1.618 65.47
1.000 63.91
0.618 62.94
HIGH 61.38
0.618 60.41
0.500 60.12
0.382 59.82
LOW 58.85
0.618 57.29
1.000 56.32
1.618 54.76
2.618 52.23
4.250 48.10
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 60.12 60.06
PP 60.05 60.01
S1 59.99 59.97

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

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