NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 60.86 60.96 0.10 0.2% 60.12
High 61.08 61.70 0.62 1.0% 62.87
Low 60.03 60.78 0.75 1.2% 59.27
Close 60.88 61.39 0.51 0.8% 61.20
Range 1.05 0.92 -0.13 -12.4% 3.60
ATR 1.56 1.52 -0.05 -2.9% 0.00
Volume 12,010 12,950 940 7.8% 105,957
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.05 63.64 61.90
R3 63.13 62.72 61.64
R2 62.21 62.21 61.56
R1 61.80 61.80 61.47 62.01
PP 61.29 61.29 61.29 61.39
S1 60.88 60.88 61.31 61.09
S2 60.37 60.37 61.22
S3 59.45 59.96 61.14
S4 58.53 59.04 60.88
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 60.03 2.84 4.6% 1.00 1.6% 48% False False 17,085
10 62.87 58.15 4.72 7.7% 1.41 2.3% 69% False False 19,678
20 62.87 57.68 5.19 8.5% 1.54 2.5% 71% False False 18,500
40 65.03 57.68 7.35 12.0% 1.50 2.4% 50% False False 15,601
60 65.03 52.93 12.10 19.7% 1.55 2.5% 70% False False 13,658
80 65.03 51.33 13.70 22.3% 1.53 2.5% 73% False False 12,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.61
2.618 64.11
1.618 63.19
1.000 62.62
0.618 62.27
HIGH 61.70
0.618 61.35
0.500 61.24
0.382 61.13
LOW 60.78
0.618 60.21
1.000 59.86
1.618 59.29
2.618 58.37
4.250 56.87
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 61.34 61.23
PP 61.29 61.07
S1 61.24 60.91

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

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