NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 58.97 59.53 0.56 0.9% 60.35
High 60.31 59.57 -0.74 -1.2% 62.11
Low 58.60 57.46 -1.14 -1.9% 59.38
Close 60.10 57.70 -2.40 -4.0% 60.24
Range 1.71 2.11 0.40 23.4% 2.73
ATR 1.55 1.63 0.08 5.0% 0.00
Volume 23,007 37,790 14,783 64.3% 120,592
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 64.57 63.25 58.86
R3 62.46 61.14 58.28
R2 60.35 60.35 58.09
R1 59.03 59.03 57.89 58.64
PP 58.24 58.24 58.24 58.05
S1 56.92 56.92 57.51 56.53
S2 56.13 56.13 57.31
S3 54.02 54.81 57.12
S4 51.91 52.70 56.54
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 60.97 57.46 3.51 6.1% 1.43 2.5% 7% False True 24,085
10 62.11 57.46 4.65 8.1% 1.50 2.6% 5% False True 26,950
20 62.65 57.46 5.19 9.0% 1.50 2.6% 5% False True 26,793
40 64.74 57.32 7.42 12.9% 1.60 2.8% 5% False False 24,849
60 64.74 54.72 10.02 17.4% 1.59 2.8% 30% False False 22,881
80 64.74 50.54 14.20 24.6% 1.65 2.9% 50% False False 20,272
100 64.74 50.54 14.20 24.6% 1.64 2.8% 50% False False 18,436
120 64.74 50.54 14.20 24.6% 1.73 3.0% 50% False False 16,595
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 68.54
2.618 65.09
1.618 62.98
1.000 61.68
0.618 60.87
HIGH 59.57
0.618 58.76
0.500 58.52
0.382 58.27
LOW 57.46
0.618 56.16
1.000 55.35
1.618 54.05
2.618 51.94
4.250 48.49
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 58.52 58.89
PP 58.24 58.49
S1 57.97 58.10

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

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