NYMEX Light Sweet Crude Oil Future November 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 60.66 61.24 0.58 1.0% 60.86
High 61.55 62.35 0.80 1.3% 62.68
Low 60.28 60.66 0.38 0.6% 60.03
Close 61.47 61.97 0.50 0.8% 60.99
Range 1.27 1.69 0.42 33.1% 2.65
ATR 1.54 1.55 0.01 0.7% 0.00
Volume 18,565 26,725 8,160 44.0% 88,093
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.73 66.04 62.90
R3 65.04 64.35 62.43
R2 63.35 63.35 62.28
R1 62.66 62.66 62.12 63.01
PP 61.66 61.66 61.66 61.83
S1 60.97 60.97 61.82 61.32
S2 59.97 59.97 61.66
S3 58.28 59.28 61.51
S4 56.59 57.59 61.04
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 69.18 67.74 62.45
R3 66.53 65.09 61.72
R2 63.88 63.88 61.48
R1 62.44 62.44 61.23 63.16
PP 61.23 61.23 61.23 61.60
S1 59.79 59.79 60.75 60.51
S2 58.58 58.58 60.50
S3 55.93 57.14 60.26
S4 53.28 54.49 59.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.68 60.28 2.40 3.9% 1.62 2.6% 70% False False 21,684
10 62.87 60.03 2.84 4.6% 1.31 2.1% 68% False False 19,384
20 62.87 57.68 5.19 8.4% 1.53 2.5% 83% False False 20,488
40 65.03 57.68 7.35 11.9% 1.54 2.5% 58% False False 16,869
60 65.03 53.92 11.11 17.9% 1.54 2.5% 72% False False 14,757
80 65.03 51.33 13.70 22.1% 1.53 2.5% 78% False False 13,077
100 65.03 51.33 13.70 22.1% 1.64 2.6% 78% False False 11,823
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 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.53
2.618 66.77
1.618 65.08
1.000 64.04
0.618 63.39
HIGH 62.35
0.618 61.70
0.500 61.51
0.382 61.31
LOW 60.66
0.618 59.62
1.000 58.97
1.618 57.93
2.618 56.24
4.250 53.48
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 61.82 61.75
PP 61.66 61.53
S1 61.51 61.32

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

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