NYMEX Light Sweet Crude Oil Future August 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 60.92 60.33 -0.59 -1.0% 59.25
High 61.06 60.42 -0.64 -1.0% 62.22
Low 60.18 59.19 -0.99 -1.6% 58.32
Close 60.40 60.00 -0.40 -0.7% 60.40
Range 0.88 1.23 0.35 39.8% 3.90
ATR 1.76 1.72 -0.04 -2.1% 0.00
Volume 91,955 128,256 36,301 39.5% 717,503
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.56 63.01 60.68
R3 62.33 61.78 60.34
R2 61.10 61.10 60.23
R1 60.55 60.55 60.11 60.21
PP 59.87 59.87 59.87 59.70
S1 59.32 59.32 59.89 58.98
S2 58.64 58.64 59.77
S3 57.41 58.09 59.66
S4 56.18 56.86 59.32
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.01 70.11 62.55
R3 68.11 66.21 61.47
R2 64.21 64.21 61.12
R1 62.31 62.31 60.76 63.26
PP 60.31 60.31 60.31 60.79
S1 58.41 58.41 60.04 59.36
S2 56.41 56.41 59.69
S3 52.51 54.51 59.33
S4 48.61 50.61 58.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.22 58.70 3.52 5.9% 1.42 2.4% 37% False False 140,469
10 62.22 57.21 5.01 8.4% 1.63 2.7% 56% False False 122,473
20 62.22 56.88 5.34 8.9% 1.74 2.9% 58% False False 95,230
40 64.12 56.88 7.24 12.1% 1.72 2.9% 43% False False 69,051
60 64.12 49.46 14.66 24.4% 1.82 3.0% 72% False False 56,361
80 64.12 48.71 15.41 25.7% 1.81 3.0% 73% False False 49,162
100 64.12 48.71 15.41 25.7% 1.94 3.2% 73% False False 42,994
120 64.12 48.71 15.41 25.7% 1.97 3.3% 73% False False 36,877
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.65
2.618 63.64
1.618 62.41
1.000 61.65
0.618 61.18
HIGH 60.42
0.618 59.95
0.500 59.81
0.382 59.66
LOW 59.19
0.618 58.43
1.000 57.96
1.618 57.20
2.618 55.97
4.250 53.96
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 59.94 60.55
PP 59.87 60.37
S1 59.81 60.18

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

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