NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 60.50 59.44 -1.06 -1.8% 59.90
High 60.56 60.30 -0.26 -0.4% 61.38
Low 58.88 58.93 0.05 0.1% 58.73
Close 59.61 59.68 0.07 0.1% 59.61
Range 1.68 1.37 -0.31 -18.5% 2.65
ATR 1.75 1.73 -0.03 -1.6% 0.00
Volume 116,656 19,951 -96,705 -82.9% 1,203,808
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.75 63.08 60.43
R3 62.38 61.71 60.06
R2 61.01 61.01 59.93
R1 60.34 60.34 59.81 60.68
PP 59.64 59.64 59.64 59.80
S1 58.97 58.97 59.55 59.31
S2 58.27 58.27 59.43
S3 56.90 57.60 59.30
S4 55.53 56.23 58.93
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.86 66.38 61.07
R3 65.21 63.73 60.34
R2 62.56 62.56 60.10
R1 61.08 61.08 59.85 60.50
PP 59.91 59.91 59.91 59.61
S1 58.43 58.43 59.37 57.85
S2 57.26 57.26 59.12
S3 54.61 55.78 58.88
S4 51.96 53.13 58.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.38 58.85 2.53 4.2% 1.63 2.7% 33% False False 189,714
10 61.82 58.23 3.59 6.0% 1.55 2.6% 40% False False 268,832
20 61.82 56.51 5.31 8.9% 1.74 2.9% 60% False False 314,923
40 63.62 56.51 7.11 11.9% 1.75 2.9% 45% False False 245,301
60 63.62 50.23 13.39 22.4% 1.85 3.1% 71% False False 190,123
80 63.62 47.46 16.16 27.1% 1.86 3.1% 76% False False 154,611
100 63.62 47.46 16.16 27.1% 2.03 3.4% 76% False False 131,258
120 63.62 47.46 16.16 27.1% 2.05 3.4% 76% False False 112,187
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.12
2.618 63.89
1.618 62.52
1.000 61.67
0.618 61.15
HIGH 60.30
0.618 59.78
0.500 59.62
0.382 59.45
LOW 58.93
0.618 58.08
1.000 57.56
1.618 56.71
2.618 55.34
4.250 53.11
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 59.66 59.89
PP 59.64 59.82
S1 59.62 59.75

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

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