NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 62.22 61.78 -0.44 -0.7% 60.12
High 62.60 61.78 -0.82 -1.3% 62.87
Low 61.53 61.11 -0.42 -0.7% 59.27
Close 62.07 61.20 -0.87 -1.4% 61.20
Range 1.07 0.67 -0.40 -37.4% 3.60
ATR 1.64 1.59 -0.05 -3.0% 0.00
Volume 25,836 15,441 -10,395 -40.2% 105,957
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.37 62.96 61.57
R3 62.70 62.29 61.38
R2 62.03 62.03 61.32
R1 61.62 61.62 61.26 61.49
PP 61.36 61.36 61.36 61.30
S1 60.95 60.95 61.14 60.82
S2 60.69 60.69 61.08
S3 60.02 60.28 61.02
S4 59.35 59.61 60.83
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.91 70.16 63.18
R3 68.31 66.56 62.19
R2 64.71 64.71 61.86
R1 62.96 62.96 61.53 63.84
PP 61.11 61.11 61.11 61.55
S1 59.36 59.36 60.87 60.24
S2 57.51 57.51 60.54
S3 53.91 55.76 60.21
S4 50.31 52.16 59.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.87 59.27 3.60 5.9% 1.27 2.1% 54% False False 21,191
10 62.87 58.15 4.72 7.7% 1.47 2.4% 65% False False 22,428
20 63.00 57.68 5.32 8.7% 1.60 2.6% 66% False False 18,214
40 65.03 57.68 7.35 12.0% 1.52 2.5% 48% False False 15,471
60 65.03 52.10 12.93 21.1% 1.58 2.6% 70% False False 13,617
80 65.03 51.33 13.70 22.4% 1.54 2.5% 72% False False 12,003
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 64.63
2.618 63.53
1.618 62.86
1.000 62.45
0.618 62.19
HIGH 61.78
0.618 61.52
0.500 61.45
0.382 61.37
LOW 61.11
0.618 60.70
1.000 60.44
1.618 60.03
2.618 59.36
4.250 58.26
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 61.45 61.99
PP 61.36 61.73
S1 61.28 61.46

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

View Archives - Comment on this page... - Back to Index of Symbols