NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 61.20 60.05 -1.15 -1.9% 60.72
High 61.28 60.96 -0.32 -0.5% 62.20
Low 59.58 59.61 0.03 0.1% 59.57
Close 60.29 60.74 0.45 0.7% 60.29
Range 1.70 1.35 -0.35 -20.6% 2.63
ATR 1.67 1.65 -0.02 -1.4% 0.00
Volume 65,724 68,265 2,541 3.9% 338,764
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.49 63.96 61.48
R3 63.14 62.61 61.11
R2 61.79 61.79 60.99
R1 61.26 61.26 60.86 61.53
PP 60.44 60.44 60.44 60.57
S1 59.91 59.91 60.62 60.18
S2 59.09 59.09 60.49
S3 57.74 58.56 60.37
S4 56.39 57.21 60.00
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.58 67.06 61.74
R3 65.95 64.43 61.01
R2 63.32 63.32 60.77
R1 61.80 61.80 60.53 61.25
PP 60.69 60.69 60.69 60.41
S1 59.17 59.17 60.05 58.62
S2 58.06 58.06 59.81
S3 55.43 56.54 59.57
S4 52.80 53.91 58.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.20 59.58 2.62 4.3% 1.60 2.6% 44% False False 69,650
10 62.51 59.03 3.48 5.7% 1.49 2.4% 49% False False 75,720
20 62.51 57.09 5.42 8.9% 1.67 2.7% 67% False False 67,194
40 64.45 57.09 7.36 12.1% 1.65 2.7% 50% False False 53,326
60 64.45 52.13 12.32 20.3% 1.74 2.9% 70% False False 49,263
80 64.45 49.69 14.76 24.3% 1.75 2.9% 75% False False 44,274
100 64.45 49.69 14.76 24.3% 1.88 3.1% 75% False False 41,410
120 64.45 49.69 14.76 24.3% 1.89 3.1% 75% False False 37,229
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.70
2.618 64.49
1.618 63.14
1.000 62.31
0.618 61.79
HIGH 60.96
0.618 60.44
0.500 60.29
0.382 60.13
LOW 59.61
0.618 58.78
1.000 58.26
1.618 57.43
2.618 56.08
4.250 53.87
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 60.59 60.71
PP 60.44 60.67
S1 60.29 60.64

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

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