NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 62.02 61.09 -0.93 -1.5% 60.86
High 62.41 61.32 -1.09 -1.7% 62.68
Low 60.75 60.29 -0.46 -0.8% 60.03
Close 61.18 60.56 -0.62 -1.0% 60.99
Range 1.66 1.03 -0.63 -38.0% 2.65
ATR 1.55 1.52 -0.04 -2.4% 0.00
Volume 22,646 14,584 -8,062 -35.6% 88,093
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.81 63.22 61.13
R3 62.78 62.19 60.84
R2 61.75 61.75 60.75
R1 61.16 61.16 60.65 60.94
PP 60.72 60.72 60.72 60.62
S1 60.13 60.13 60.47 59.91
S2 59.69 59.69 60.37
S3 58.66 59.10 60.28
S4 57.63 58.07 59.99
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% 1.43 2.4% 13% False False 19,742
10 62.68 60.03 2.65 4.4% 1.35 2.2% 20% False False 18,605
20 62.87 58.15 4.72 7.8% 1.51 2.5% 51% False False 20,703
40 65.03 57.68 7.35 12.1% 1.53 2.5% 39% False False 17,326
60 65.03 53.92 11.11 18.3% 1.55 2.6% 60% False False 15,186
80 65.03 51.33 13.70 22.6% 1.54 2.5% 67% False False 13,388
100 65.03 51.33 13.70 22.6% 1.61 2.7% 67% False False 12,112
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.70
2.618 64.02
1.618 62.99
1.000 62.35
0.618 61.96
HIGH 61.32
0.618 60.93
0.500 60.81
0.382 60.68
LOW 60.29
0.618 59.65
1.000 59.26
1.618 58.62
2.618 57.59
4.250 55.91
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 60.81 61.35
PP 60.72 61.09
S1 60.64 60.82

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

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