NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 60.00 59.00 -1.00 -1.7% 60.05
High 60.28 59.63 -0.65 -1.1% 61.87
Low 59.09 58.39 -0.70 -1.2% 59.09
Close 59.97 58.68 -1.29 -2.2% 59.97
Range 1.19 1.24 0.05 4.2% 2.78
ATR 1.59 1.59 0.00 -0.1% 0.00
Volume 40,345 46,367 6,022 14.9% 315,193
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.62 61.89 59.36
R3 61.38 60.65 59.02
R2 60.14 60.14 58.91
R1 59.41 59.41 58.79 59.16
PP 58.90 58.90 58.90 58.77
S1 58.17 58.17 58.57 57.92
S2 57.66 57.66 58.45
S3 56.42 56.93 58.34
S4 55.18 55.69 58.00
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.65 67.09 61.50
R3 65.87 64.31 60.73
R2 63.09 63.09 60.48
R1 61.53 61.53 60.22 60.92
PP 60.31 60.31 60.31 60.01
S1 58.75 58.75 59.72 58.14
S2 57.53 57.53 59.46
S3 54.75 55.97 59.21
S4 51.97 53.19 58.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.87 58.39 3.48 5.9% 1.42 2.4% 8% False True 58,659
10 62.20 58.39 3.81 6.5% 1.51 2.6% 8% False True 64,154
20 62.51 57.54 4.97 8.5% 1.54 2.6% 23% False False 69,624
40 64.45 57.09 7.36 12.5% 1.65 2.8% 22% False False 55,194
60 64.45 53.41 11.04 18.8% 1.68 2.9% 48% False False 51,501
80 64.45 49.69 14.76 25.2% 1.76 3.0% 61% False False 45,855
100 64.45 49.69 14.76 25.2% 1.79 3.1% 61% False False 42,997
120 64.45 49.69 14.76 25.2% 1.87 3.2% 61% False False 39,402
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.90
2.618 62.88
1.618 61.64
1.000 60.87
0.618 60.40
HIGH 59.63
0.618 59.16
0.500 59.01
0.382 58.86
LOW 58.39
0.618 57.62
1.000 57.15
1.618 56.38
2.618 55.14
4.250 53.12
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 59.01 59.58
PP 58.90 59.28
S1 58.79 58.98

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

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