NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 60.05 60.58 0.53 0.9% 60.72
High 60.96 61.78 0.82 1.3% 62.20
Low 59.61 59.91 0.30 0.5% 59.57
Close 60.74 61.33 0.59 1.0% 60.29
Range 1.35 1.87 0.52 38.5% 2.63
ATR 1.65 1.67 0.02 1.0% 0.00
Volume 68,265 66,332 -1,933 -2.8% 338,764
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.62 65.84 62.36
R3 64.75 63.97 61.84
R2 62.88 62.88 61.67
R1 62.10 62.10 61.50 62.49
PP 61.01 61.01 61.01 61.20
S1 60.23 60.23 61.16 60.62
S2 59.14 59.14 60.99
S3 57.27 58.36 60.82
S4 55.40 56.49 60.30
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% 1.80 2.9% 67% False False 72,102
10 62.51 59.57 2.94 4.8% 1.44 2.3% 60% False False 75,052
20 62.51 57.09 5.42 8.8% 1.64 2.7% 78% False False 68,873
40 64.45 57.09 7.36 12.0% 1.67 2.7% 58% False False 53,504
60 64.45 52.13 12.32 20.1% 1.72 2.8% 75% False False 49,477
80 64.45 49.69 14.76 24.1% 1.76 2.9% 79% False False 44,691
100 64.45 49.69 14.76 24.1% 1.89 3.1% 79% False False 41,862
120 64.45 49.69 14.76 24.1% 1.89 3.1% 79% False False 37,719
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.73
2.618 66.68
1.618 64.81
1.000 63.65
0.618 62.94
HIGH 61.78
0.618 61.07
0.500 60.85
0.382 60.62
LOW 59.91
0.618 58.75
1.000 58.04
1.618 56.88
2.618 55.01
4.250 51.96
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 61.17 61.11
PP 61.01 60.90
S1 60.85 60.68

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

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