NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 59.50 58.97 -0.53 -0.9% 60.35
High 59.87 60.31 0.44 0.7% 62.11
Low 58.68 58.60 -0.08 -0.1% 59.38
Close 58.96 60.10 1.14 1.9% 60.24
Range 1.19 1.71 0.52 43.7% 2.73
ATR 1.53 1.55 0.01 0.8% 0.00
Volume 18,645 23,007 4,362 23.4% 120,592
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.80 64.16 61.04
R3 63.09 62.45 60.57
R2 61.38 61.38 60.41
R1 60.74 60.74 60.26 61.06
PP 59.67 59.67 59.67 59.83
S1 59.03 59.03 59.94 59.35
S2 57.96 57.96 59.79
S3 56.25 57.32 59.63
S4 54.54 55.61 59.16
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.77 67.23 61.74
R3 66.04 64.50 60.99
R2 63.31 63.31 60.74
R1 61.77 61.77 60.49 61.18
PP 60.58 60.58 60.58 60.28
S1 59.04 59.04 59.99 58.45
S2 57.85 57.85 59.74
S3 55.12 56.31 59.49
S4 52.39 53.58 58.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.11 58.60 3.51 5.8% 1.35 2.2% 43% False True 22,233
10 62.41 58.60 3.81 6.3% 1.52 2.5% 39% False True 25,437
20 62.65 57.80 4.85 8.1% 1.49 2.5% 47% False False 26,423
40 64.74 57.32 7.42 12.3% 1.60 2.7% 37% False False 24,222
60 64.74 54.72 10.02 16.7% 1.59 2.6% 54% False False 22,497
80 64.74 50.54 14.20 23.6% 1.64 2.7% 67% False False 19,960
100 64.74 50.54 14.20 23.6% 1.64 2.7% 67% False False 18,168
120 64.74 50.54 14.20 23.6% 1.72 2.9% 67% False False 16,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.58
2.618 64.79
1.618 63.08
1.000 62.02
0.618 61.37
HIGH 60.31
0.618 59.66
0.500 59.46
0.382 59.25
LOW 58.60
0.618 57.54
1.000 56.89
1.618 55.83
2.618 54.12
4.250 51.33
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 59.89 59.92
PP 59.67 59.74
S1 59.46 59.56

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

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