NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 60.72 60.39 -0.33 -0.5% 59.59
High 60.75 61.15 0.40 0.7% 62.51
Low 59.57 60.27 0.70 1.2% 58.70
Close 60.39 60.84 0.45 0.7% 60.77
Range 1.18 0.88 -0.30 -25.4% 3.81
ATR 1.67 1.62 -0.06 -3.4% 0.00
Volume 58,777 54,074 -4,703 -8.0% 438,971
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.39 63.00 61.32
R3 62.51 62.12 61.08
R2 61.63 61.63 61.00
R1 61.24 61.24 60.92 61.44
PP 60.75 60.75 60.75 60.85
S1 60.36 60.36 60.76 60.56
S2 59.87 59.87 60.68
S3 58.99 59.48 60.60
S4 58.11 58.60 60.36
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.09 70.24 62.87
R3 68.28 66.43 61.82
R2 64.47 64.47 61.47
R1 62.62 62.62 61.12 63.55
PP 60.66 60.66 60.66 61.12
S1 58.81 58.81 60.42 59.74
S2 56.85 56.85 60.07
S3 53.04 55.00 59.72
S4 49.23 51.19 58.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.51 59.57 2.94 4.8% 1.08 1.8% 43% False False 78,002
10 62.51 57.54 4.97 8.2% 1.51 2.5% 66% False False 75,060
20 62.51 57.09 5.42 8.9% 1.65 2.7% 69% False False 60,212
40 64.45 57.09 7.36 12.1% 1.64 2.7% 51% False False 50,052
60 64.45 51.12 13.33 21.9% 1.76 2.9% 73% False False 46,211
80 64.45 49.69 14.76 24.3% 1.76 2.9% 76% False False 41,986
100 64.45 49.69 14.76 24.3% 1.86 3.1% 76% False False 39,349
120 64.45 49.69 14.76 24.3% 1.89 3.1% 76% False False 35,038
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.89
2.618 63.45
1.618 62.57
1.000 62.03
0.618 61.69
HIGH 61.15
0.618 60.81
0.500 60.71
0.382 60.61
LOW 60.27
0.618 59.73
1.000 59.39
1.618 58.85
2.618 57.97
4.250 56.53
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 60.80 60.72
PP 60.75 60.60
S1 60.71 60.49

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

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