NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 60.35 60.85 0.50 0.8% 60.69
High 61.25 62.01 0.76 1.2% 62.41
Low 59.96 60.25 0.29 0.5% 59.79
Close 61.07 61.62 0.55 0.9% 60.61
Range 1.29 1.76 0.47 36.4% 2.62
ATR 1.58 1.60 0.01 0.8% 0.00
Volume 24,036 27,041 3,005 12.5% 131,977
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.57 65.86 62.59
R3 64.81 64.10 62.10
R2 63.05 63.05 61.94
R1 62.34 62.34 61.78 62.70
PP 61.29 61.29 61.29 61.47
S1 60.58 60.58 61.46 60.94
S2 59.53 59.53 61.30
S3 57.77 58.82 61.14
S4 56.01 57.06 60.65
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 4.0% 1.69 2.7% 68% False False 28,641
10 62.65 59.79 2.86 4.6% 1.36 2.2% 64% False False 25,966
20 62.65 57.32 5.33 8.6% 1.58 2.6% 81% False False 27,926
40 64.74 57.32 7.42 12.0% 1.60 2.6% 58% False False 23,873
60 64.74 52.98 11.76 19.1% 1.63 2.6% 73% False False 21,599
80 64.74 50.54 14.20 23.0% 1.62 2.6% 78% False False 19,387
100 64.74 50.54 14.20 23.0% 1.75 2.8% 78% False False 17,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.49
2.618 66.62
1.618 64.86
1.000 63.77
0.618 63.10
HIGH 62.01
0.618 61.34
0.500 61.13
0.382 60.92
LOW 60.25
0.618 59.16
1.000 58.49
1.618 57.40
2.618 55.64
4.250 52.77
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 61.46 61.40
PP 61.29 61.19
S1 61.13 60.97

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

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