NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 60.93 61.54 0.61 1.0% 60.69
High 61.92 61.54 -0.38 -0.6% 62.41
Low 60.45 59.93 -0.52 -0.9% 59.79
Close 61.48 60.61 -0.87 -1.4% 60.61
Range 1.47 1.61 0.14 9.5% 2.62
ATR 1.61 1.61 0.00 0.0% 0.00
Volume 45,062 24,404 -20,658 -45.8% 131,977
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.52 64.68 61.50
R3 63.91 63.07 61.05
R2 62.30 62.30 60.91
R1 61.46 61.46 60.76 61.08
PP 60.69 60.69 60.69 60.50
S1 59.85 59.85 60.46 59.47
S2 59.08 59.08 60.31
S3 57.47 58.24 60.17
S4 55.86 56.63 59.72
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.80 67.32 62.05
R3 66.18 64.70 61.33
R2 63.56 63.56 61.09
R1 62.08 62.08 60.85 61.51
PP 60.94 60.94 60.94 60.65
S1 59.46 59.46 60.37 58.89
S2 58.32 58.32 60.13
S3 55.70 56.84 59.89
S4 53.08 54.22 59.17
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% 1.48 2.4% 31% False False 26,395
10 62.65 58.92 3.73 6.2% 1.39 2.3% 45% False False 27,036
20 62.65 57.32 5.33 8.8% 1.61 2.7% 62% False False 27,874
40 64.74 57.32 7.42 12.2% 1.57 2.6% 44% False False 24,111
60 64.74 52.98 11.76 19.4% 1.65 2.7% 65% False False 21,358
80 64.74 50.54 14.20 23.4% 1.63 2.7% 71% False False 19,013
100 64.74 50.54 14.20 23.4% 1.74 2.9% 71% False False 17,181
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.38
2.618 65.75
1.618 64.14
1.000 63.15
0.618 62.53
HIGH 61.54
0.618 60.92
0.500 60.74
0.382 60.55
LOW 59.93
0.618 58.94
1.000 58.32
1.618 57.33
2.618 55.72
4.250 53.09
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 60.74 61.17
PP 60.69 60.98
S1 60.65 60.80

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

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