NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 60.58 61.51 0.93 1.5% 60.72
High 61.78 61.87 0.09 0.1% 62.20
Low 59.91 60.13 0.22 0.4% 59.57
Close 61.33 60.58 -0.75 -1.2% 60.29
Range 1.87 1.74 -0.13 -7.0% 2.63
ATR 1.67 1.67 0.01 0.3% 0.00
Volume 66,332 74,695 8,363 12.6% 338,764
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.08 65.07 61.54
R3 64.34 63.33 61.06
R2 62.60 62.60 60.90
R1 61.59 61.59 60.74 61.23
PP 60.86 60.86 60.86 60.68
S1 59.85 59.85 60.42 59.49
S2 59.12 59.12 60.26
S3 57.38 58.11 60.10
S4 55.64 56.37 59.62
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 61.87 59.58 2.29 3.8% 1.66 2.7% 44% True False 73,818
10 62.20 59.57 2.63 4.3% 1.48 2.4% 38% False False 74,112
20 62.51 57.09 5.42 8.9% 1.64 2.7% 64% False False 70,922
40 64.45 57.09 7.36 12.1% 1.68 2.8% 47% False False 54,616
60 64.45 52.13 12.32 20.3% 1.73 2.9% 69% False False 50,363
80 64.45 49.69 14.76 24.4% 1.76 2.9% 74% False False 45,332
100 64.45 49.69 14.76 24.4% 1.86 3.1% 74% False False 42,417
120 64.45 49.69 14.76 24.4% 1.89 3.1% 74% False False 38,275
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.27
2.618 66.43
1.618 64.69
1.000 63.61
0.618 62.95
HIGH 61.87
0.618 61.21
0.500 61.00
0.382 60.79
LOW 60.13
0.618 59.05
1.000 58.39
1.618 57.31
2.618 55.57
4.250 52.74
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 61.00 60.74
PP 60.86 60.69
S1 60.72 60.63

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

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