NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 61.51 60.69 -0.82 -1.3% 59.62
High 61.51 60.90 -0.61 -1.0% 62.65
Low 60.80 59.79 -1.01 -1.7% 58.92
Close 60.96 60.61 -0.35 -0.6% 60.96
Range 0.71 1.11 0.40 56.3% 3.73
ATR 1.65 1.61 -0.03 -2.1% 0.00
Volume 19,779 22,102 2,323 11.7% 138,391
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.76 63.30 61.22
R3 62.65 62.19 60.92
R2 61.54 61.54 60.81
R1 61.08 61.08 60.71 60.76
PP 60.43 60.43 60.43 60.27
S1 59.97 59.97 60.51 59.65
S2 59.32 59.32 60.41
S3 58.21 58.86 60.30
S4 57.10 57.75 60.00
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.03 70.23 63.01
R3 68.30 66.50 61.99
R2 64.57 64.57 61.64
R1 62.77 62.77 61.30 63.67
PP 60.84 60.84 60.84 61.30
S1 59.04 59.04 60.62 59.94
S2 57.11 57.11 60.28
S3 53.38 55.31 59.93
S4 49.65 51.58 58.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.65 59.26 3.39 5.6% 1.29 2.1% 40% False False 24,335
10 62.65 57.80 4.85 8.0% 1.51 2.5% 58% False False 28,887
20 62.73 57.32 5.41 8.9% 1.63 2.7% 61% False False 25,891
40 64.74 57.32 7.42 12.2% 1.60 2.6% 44% False False 22,853
60 64.74 51.35 13.39 22.1% 1.65 2.7% 69% False False 20,232
80 64.74 50.54 14.20 23.4% 1.63 2.7% 71% False False 18,164
100 64.74 50.54 14.20 23.4% 1.73 2.8% 71% False False 16,427
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.62
2.618 63.81
1.618 62.70
1.000 62.01
0.618 61.59
HIGH 60.90
0.618 60.48
0.500 60.35
0.382 60.21
LOW 59.79
0.618 59.10
1.000 58.68
1.618 57.99
2.618 56.88
4.250 55.07
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 60.52 61.07
PP 60.43 60.92
S1 60.35 60.76

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

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