NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 59.75 60.21 0.46 0.8% 60.33
High 60.63 61.49 0.86 1.4% 61.81
Low 59.27 59.55 0.28 0.5% 59.19
Close 60.38 61.01 0.63 1.0% 59.97
Range 1.36 1.94 0.58 42.6% 2.62
ATR 1.69 1.71 0.02 1.1% 0.00
Volume 255,306 336,224 80,918 31.7% 961,018
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.50 65.70 62.08
R3 64.56 63.76 61.54
R2 62.62 62.62 61.37
R1 61.82 61.82 61.19 62.22
PP 60.68 60.68 60.68 60.89
S1 59.88 59.88 60.83 60.28
S2 58.74 58.74 60.65
S3 56.80 57.94 60.48
S4 54.86 56.00 59.94
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 4.2% 1.82 3.0% 69% False False 258,998
10 62.22 59.19 3.03 5.0% 1.48 2.4% 60% False False 198,390
20 62.22 56.88 5.34 8.8% 1.68 2.8% 77% False False 150,564
40 64.12 56.88 7.24 11.9% 1.72 2.8% 57% False False 98,196
60 64.12 51.30 12.82 21.0% 1.77 2.9% 76% False False 77,710
80 64.12 48.71 15.41 25.3% 1.80 3.0% 80% False False 64,855
100 64.12 48.71 15.41 25.3% 1.95 3.2% 80% False False 56,452
120 64.12 48.71 15.41 25.3% 1.95 3.2% 80% False False 48,563
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.74
2.618 66.57
1.618 64.63
1.000 63.43
0.618 62.69
HIGH 61.49
0.618 60.75
0.500 60.52
0.382 60.29
LOW 59.55
0.618 58.35
1.000 57.61
1.618 56.41
2.618 54.47
4.250 51.31
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 60.85 60.80
PP 60.68 60.58
S1 60.52 60.37

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

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