NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 60.66 61.11 0.45 0.7% 59.62
High 61.40 62.41 1.01 1.6% 62.65
Low 60.50 60.08 -0.42 -0.7% 58.92
Close 61.09 61.03 -0.06 -0.1% 60.96
Range 0.90 2.33 1.43 158.9% 3.73
ATR 1.56 1.62 0.05 3.5% 0.00
Volume 17,745 22,664 4,919 27.7% 138,391
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.16 66.93 62.31
R3 65.83 64.60 61.67
R2 63.50 63.50 61.46
R1 62.27 62.27 61.24 61.72
PP 61.17 61.17 61.17 60.90
S1 59.94 59.94 60.82 59.39
S2 58.84 58.84 60.60
S3 56.51 57.61 60.39
S4 54.18 55.28 59.75
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 62.41 59.79 2.62 4.3% 1.23 2.0% 47% True False 22,659
10 62.65 57.80 4.85 7.9% 1.51 2.5% 67% False False 26,637
20 62.65 57.32 5.33 8.7% 1.59 2.6% 70% False False 26,356
40 64.74 57.32 7.42 12.2% 1.59 2.6% 50% False False 23,101
60 64.74 52.77 11.97 19.6% 1.64 2.7% 69% False False 20,589
80 64.74 50.54 14.20 23.3% 1.63 2.7% 74% False False 18,398
100 64.74 50.54 14.20 23.3% 1.73 2.8% 74% False False 16,627
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 72.31
2.618 68.51
1.618 66.18
1.000 64.74
0.618 63.85
HIGH 62.41
0.618 61.52
0.500 61.25
0.382 60.97
LOW 60.08
0.618 58.64
1.000 57.75
1.618 56.31
2.618 53.98
4.250 50.18
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 61.25 61.10
PP 61.17 61.08
S1 61.10 61.05

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

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