NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 60.52 60.10 -0.42 -0.7% 59.25
High 61.81 61.33 -0.48 -0.8% 62.22
Low 59.34 59.67 0.33 0.6% 58.32
Close 60.33 60.82 0.49 0.8% 60.40
Range 2.47 1.66 -0.81 -32.8% 3.90
ATR 1.72 1.72 0.00 -0.3% 0.00
Volume 232,091 171,476 -60,615 -26.1% 717,503
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.59 64.86 61.73
R3 63.93 63.20 61.28
R2 62.27 62.27 61.12
R1 61.54 61.54 60.97 61.91
PP 60.61 60.61 60.61 60.79
S1 59.88 59.88 60.67 60.25
S2 58.95 58.95 60.52
S3 57.29 58.22 60.36
S4 55.63 56.56 59.91
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 61.81 59.19 2.62 4.3% 1.43 2.4% 62% False False 150,615
10 62.22 57.21 5.01 8.2% 1.58 2.6% 72% False False 148,636
20 62.22 56.88 5.34 8.8% 1.74 2.9% 74% False False 115,001
40 64.12 56.88 7.24 11.9% 1.72 2.8% 54% False False 79,846
60 64.12 51.25 12.87 21.2% 1.82 3.0% 74% False False 64,334
80 64.12 48.71 15.41 25.3% 1.82 3.0% 79% False False 54,774
100 64.12 48.71 15.41 25.3% 1.94 3.2% 79% False False 47,872
120 64.12 48.71 15.41 25.3% 1.95 3.2% 79% False False 41,195
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.39
2.618 65.68
1.618 64.02
1.000 62.99
0.618 62.36
HIGH 61.33
0.618 60.70
0.500 60.50
0.382 60.30
LOW 59.67
0.618 58.64
1.000 58.01
1.618 56.98
2.618 55.32
4.250 52.62
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 60.71 60.74
PP 60.61 60.66
S1 60.50 60.58

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

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