NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 60.90 60.59 -0.31 -0.5% 59.59
High 62.20 61.70 -0.50 -0.8% 62.51
Low 59.76 60.07 0.31 0.5% 58.70
Close 60.72 61.17 0.45 0.7% 60.77
Range 2.44 1.63 -0.81 -33.2% 3.81
ATR 1.67 1.67 0.00 -0.2% 0.00
Volume 66,111 94,078 27,967 42.3% 438,971
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.87 65.15 62.07
R3 64.24 63.52 61.62
R2 62.61 62.61 61.47
R1 61.89 61.89 61.32 62.25
PP 60.98 60.98 60.98 61.16
S1 60.26 60.26 61.02 60.62
S2 59.35 59.35 60.87
S3 57.72 58.63 60.72
S4 56.09 57.00 60.27
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% 1.39 2.3% 61% False False 71,533
10 62.51 57.54 4.97 8.1% 1.54 2.5% 73% False False 78,486
20 62.51 57.09 5.42 8.9% 1.69 2.8% 75% False False 64,802
40 64.45 57.09 7.36 12.0% 1.66 2.7% 55% False False 52,538
60 64.45 52.02 12.43 20.3% 1.77 2.9% 74% False False 48,161
80 64.45 49.69 14.76 24.1% 1.77 2.9% 78% False False 43,265
100 64.45 49.69 14.76 24.1% 1.87 3.1% 78% False False 40,367
120 64.45 49.69 14.76 24.1% 1.90 3.1% 78% False False 36,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.63
2.618 65.97
1.618 64.34
1.000 63.33
0.618 62.71
HIGH 61.70
0.618 61.08
0.500 60.89
0.382 60.69
LOW 60.07
0.618 59.06
1.000 58.44
1.618 57.43
2.618 55.80
4.250 53.14
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 61.08 61.11
PP 60.98 61.04
S1 60.89 60.98

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

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