NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 60.39 60.90 0.51 0.8% 59.59
High 61.15 62.20 1.05 1.7% 62.51
Low 60.27 59.76 -0.51 -0.8% 58.70
Close 60.84 60.72 -0.12 -0.2% 60.77
Range 0.88 2.44 1.56 177.3% 3.81
ATR 1.62 1.67 0.06 3.6% 0.00
Volume 54,074 66,111 12,037 22.3% 438,971
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.21 66.91 62.06
R3 65.77 64.47 61.39
R2 63.33 63.33 61.17
R1 62.03 62.03 60.94 61.46
PP 60.89 60.89 60.89 60.61
S1 59.59 59.59 60.50 59.02
S2 58.45 58.45 60.27
S3 56.01 57.15 60.05
S4 53.57 54.71 59.38
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 62.20 59.57 2.63 4.3% 1.30 2.1% 44% True False 74,406
10 62.51 57.54 4.97 8.2% 1.57 2.6% 64% False False 75,893
20 62.51 57.09 5.42 8.9% 1.65 2.7% 67% False False 61,859
40 64.45 57.09 7.36 12.1% 1.66 2.7% 49% False False 50,948
60 64.45 52.01 12.44 20.5% 1.77 2.9% 70% False False 46,899
80 64.45 49.69 14.76 24.3% 1.77 2.9% 75% False False 42,529
100 64.45 49.69 14.76 24.3% 1.87 3.1% 75% False False 39,641
120 64.45 49.69 14.76 24.3% 1.89 3.1% 75% False False 35,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 72.57
2.618 68.59
1.618 66.15
1.000 64.64
0.618 63.71
HIGH 62.20
0.618 61.27
0.500 60.98
0.382 60.69
LOW 59.76
0.618 58.25
1.000 57.32
1.618 55.81
2.618 53.37
4.250 49.39
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 60.98 60.89
PP 60.89 60.83
S1 60.81 60.78

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

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