NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 61.54 60.35 -1.19 -1.9% 60.69
High 61.54 61.25 -0.29 -0.5% 62.41
Low 59.93 59.96 0.03 0.1% 59.79
Close 60.61 61.07 0.46 0.8% 60.61
Range 1.61 1.29 -0.32 -19.9% 2.62
ATR 1.61 1.58 -0.02 -1.4% 0.00
Volume 24,404 24,036 -368 -1.5% 131,977
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.63 64.14 61.78
R3 63.34 62.85 61.42
R2 62.05 62.05 61.31
R1 61.56 61.56 61.19 61.81
PP 60.76 60.76 60.76 60.88
S1 60.27 60.27 60.95 60.52
S2 59.47 59.47 60.83
S3 58.18 58.98 60.72
S4 56.89 57.69 60.36
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 59.93 2.48 4.1% 1.52 2.5% 46% False False 26,782
10 62.65 59.26 3.39 5.6% 1.41 2.3% 53% False False 25,559
20 62.65 57.32 5.33 8.7% 1.61 2.6% 70% False False 27,509
40 64.74 57.32 7.42 12.1% 1.58 2.6% 51% False False 23,932
60 64.74 52.98 11.76 19.3% 1.64 2.7% 69% False False 21,544
80 64.74 50.54 14.20 23.3% 1.62 2.6% 74% False False 19,176
100 64.74 50.54 14.20 23.3% 1.74 2.9% 74% False False 17,365
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.73
2.618 64.63
1.618 63.34
1.000 62.54
0.618 62.05
HIGH 61.25
0.618 60.76
0.500 60.61
0.382 60.45
LOW 59.96
0.618 59.16
1.000 58.67
1.618 57.87
2.618 56.58
4.250 54.48
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 60.92 61.02
PP 60.76 60.97
S1 60.61 60.93

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

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