NYMEX Light Sweet Crude Oil Future August 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 60.88 59.75 -1.13 -1.9% 60.33
High 60.93 60.63 -0.30 -0.5% 61.81
Low 59.24 59.27 0.03 0.1% 59.19
Close 59.97 60.38 0.41 0.7% 59.97
Range 1.69 1.36 -0.33 -19.5% 2.62
ATR 1.72 1.69 -0.03 -1.5% 0.00
Volume 299,894 255,306 -44,588 -14.9% 961,018
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.17 63.64 61.13
R3 62.81 62.28 60.75
R2 61.45 61.45 60.63
R1 60.92 60.92 60.50 61.19
PP 60.09 60.09 60.09 60.23
S1 59.56 59.56 60.26 59.83
S2 58.73 58.73 60.13
S3 57.37 58.20 60.01
S4 56.01 56.84 59.63
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.18 66.70 61.41
R3 65.56 64.08 60.69
R2 62.94 62.94 60.45
R1 61.46 61.46 60.21 60.89
PP 60.32 60.32 60.32 60.04
S1 58.84 58.84 59.73 58.27
S2 57.70 57.70 59.49
S3 55.08 56.22 59.25
S4 52.46 53.60 58.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.81 59.24 2.57 4.3% 1.62 2.7% 44% False False 217,613
10 62.22 58.70 3.52 5.8% 1.52 2.5% 48% False False 179,041
20 62.22 56.88 5.34 8.8% 1.71 2.8% 66% False False 135,943
40 64.12 56.88 7.24 12.0% 1.70 2.8% 48% False False 91,075
60 64.12 51.30 12.82 21.2% 1.78 2.9% 71% False False 72,783
80 64.12 48.71 15.41 25.5% 1.80 3.0% 76% False False 61,063
100 64.12 48.71 15.41 25.5% 1.94 3.2% 76% False False 53,233
120 64.12 48.71 15.41 25.5% 1.95 3.2% 76% False False 45,793
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.41
2.618 64.19
1.618 62.83
1.000 61.99
0.618 61.47
HIGH 60.63
0.618 60.11
0.500 59.95
0.382 59.79
LOW 59.27
0.618 58.43
1.000 57.91
1.618 57.07
2.618 55.71
4.250 53.49
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 60.24 60.35
PP 60.09 60.32
S1 59.95 60.29

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

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