NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 58.84 58.27 -0.57 -1.0% 59.75
High 59.27 59.69 0.42 0.7% 61.57
Low 58.04 57.94 -0.10 -0.2% 58.76
Close 58.33 59.47 1.14 2.0% 59.63
Range 1.23 1.75 0.52 42.3% 2.81
ATR 1.63 1.64 0.01 0.5% 0.00
Volume 286,035 282,475 -3,560 -1.2% 1,358,813
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.28 63.63 60.43
R3 62.53 61.88 59.95
R2 60.78 60.78 59.79
R1 60.13 60.13 59.63 60.46
PP 59.03 59.03 59.03 59.20
S1 58.38 58.38 59.31 58.71
S2 57.28 57.28 59.15
S3 55.53 56.63 58.99
S4 53.78 54.88 58.51
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.42 66.83 61.18
R3 65.61 64.02 60.40
R2 62.80 62.80 60.15
R1 61.21 61.21 59.89 60.60
PP 59.99 59.99 59.99 59.68
S1 58.40 58.40 59.37 57.79
S2 57.18 57.18 59.11
S3 54.37 55.59 58.86
S4 51.56 52.78 58.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.57 57.94 3.63 6.1% 1.40 2.3% 42% False True 267,158
10 61.81 57.94 3.87 6.5% 1.61 2.7% 40% False True 263,078
20 62.22 57.21 5.01 8.4% 1.59 2.7% 45% False False 195,381
40 64.12 56.88 7.24 12.2% 1.70 2.9% 36% False False 126,454
60 64.12 53.59 10.53 17.7% 1.71 2.9% 56% False False 97,975
80 64.12 48.71 15.41 25.9% 1.80 3.0% 70% False False 79,605
100 64.12 48.71 15.41 25.9% 1.82 3.1% 70% False False 68,910
120 64.12 48.71 15.41 25.9% 1.92 3.2% 70% False False 59,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.13
2.618 64.27
1.618 62.52
1.000 61.44
0.618 60.77
HIGH 59.69
0.618 59.02
0.500 58.82
0.382 58.61
LOW 57.94
0.618 56.86
1.000 56.19
1.618 55.11
2.618 53.36
4.250 50.50
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 59.25 59.30
PP 59.03 59.12
S1 58.82 58.95

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

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