NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 61.24 62.02 0.78 1.3% 60.86
High 62.35 62.41 0.06 0.1% 62.68
Low 60.66 60.75 0.09 0.1% 60.03
Close 61.97 61.18 -0.79 -1.3% 60.99
Range 1.69 1.66 -0.03 -1.8% 2.65
ATR 1.55 1.55 0.01 0.5% 0.00
Volume 26,725 22,646 -4,079 -15.3% 88,093
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.43 65.46 62.09
R3 64.77 63.80 61.64
R2 63.11 63.11 61.48
R1 62.14 62.14 61.33 61.80
PP 61.45 61.45 61.45 61.27
S1 60.48 60.48 61.03 60.14
S2 59.79 59.79 60.88
S3 58.13 58.82 60.72
S4 56.47 57.16 60.27
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 62.41 60.28 2.13 3.5% 1.52 2.5% 42% True False 23,265
10 62.68 60.03 2.65 4.3% 1.35 2.2% 43% False False 19,730
20 62.87 57.68 5.19 8.5% 1.53 2.5% 67% False False 21,046
40 65.03 57.68 7.35 12.0% 1.56 2.5% 48% False False 17,181
60 65.03 53.92 11.11 18.2% 1.54 2.5% 65% False False 15,024
80 65.03 51.33 13.70 22.4% 1.54 2.5% 72% False False 13,271
100 65.03 51.33 13.70 22.4% 1.62 2.6% 72% False False 11,998
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.47
2.618 66.76
1.618 65.10
1.000 64.07
0.618 63.44
HIGH 62.41
0.618 61.78
0.500 61.58
0.382 61.38
LOW 60.75
0.618 59.72
1.000 59.09
1.618 58.06
2.618 56.40
4.250 53.70
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 61.58 61.35
PP 61.45 61.29
S1 61.31 61.24

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

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