NYMEX Light Sweet Crude Oil Future August 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 60.01 60.52 0.51 0.8% 59.25
High 60.81 61.81 1.00 1.6% 62.22
Low 59.88 59.34 -0.54 -0.9% 58.32
Close 60.45 60.33 -0.12 -0.2% 60.40
Range 0.93 2.47 1.54 165.6% 3.90
ATR 1.66 1.72 0.06 3.5% 0.00
Volume 129,301 232,091 102,790 79.5% 717,503
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.90 66.59 61.69
R3 65.43 64.12 61.01
R2 62.96 62.96 60.78
R1 61.65 61.65 60.56 61.07
PP 60.49 60.49 60.49 60.21
S1 59.18 59.18 60.10 58.60
S2 58.02 58.02 59.88
S3 55.55 56.71 59.65
S4 53.08 54.24 58.97
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 61.91 59.19 2.72 4.5% 1.35 2.2% 42% False False 146,443
10 62.22 57.21 5.01 8.3% 1.62 2.7% 62% False False 141,938
20 62.22 56.88 5.34 8.9% 1.70 2.8% 65% False False 109,008
40 64.12 56.88 7.24 12.0% 1.71 2.8% 48% False False 76,519
60 64.12 51.13 12.99 21.5% 1.81 3.0% 71% False False 61,731
80 64.12 48.71 15.41 25.5% 1.81 3.0% 75% False False 53,104
100 64.12 48.71 15.41 25.5% 1.93 3.2% 75% False False 46,293
120 64.12 48.71 15.41 25.5% 1.95 3.2% 75% False False 39,795
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 72.31
2.618 68.28
1.618 65.81
1.000 64.28
0.618 63.34
HIGH 61.81
0.618 60.87
0.500 60.58
0.382 60.28
LOW 59.34
0.618 57.81
1.000 56.87
1.618 55.34
2.618 52.87
4.250 48.84
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 60.58 60.50
PP 60.49 60.44
S1 60.41 60.39

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

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