NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 60.54 59.86 -0.68 -1.1% 60.66
High 60.85 60.24 -0.61 -1.0% 62.41
Low 59.78 59.03 -0.75 -1.3% 59.78
Close 60.58 59.31 -1.27 -2.1% 60.58
Range 1.07 1.21 0.14 13.1% 2.63
ATR 1.49 1.49 0.00 0.3% 0.00
Volume 9,654 12,358 2,704 28.0% 92,174
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.16 62.44 59.98
R3 61.95 61.23 59.64
R2 60.74 60.74 59.53
R1 60.02 60.02 59.42 59.78
PP 59.53 59.53 59.53 59.40
S1 58.81 58.81 59.20 58.57
S2 58.32 58.32 59.09
S3 57.11 57.60 58.98
S4 55.90 56.39 58.64
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.81 67.33 62.03
R3 66.18 64.70 61.30
R2 63.55 63.55 61.06
R1 62.07 62.07 60.82 61.50
PP 60.92 60.92 60.92 60.64
S1 59.44 59.44 60.34 58.87
S2 58.29 58.29 60.10
S3 55.66 56.81 59.86
S4 53.03 54.18 59.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.41 59.03 3.38 5.7% 1.33 2.2% 8% False True 17,193
10 62.68 59.03 3.65 6.2% 1.40 2.4% 8% False True 18,061
20 62.87 58.15 4.72 8.0% 1.43 2.4% 25% False False 19,780
40 65.03 57.68 7.35 12.4% 1.54 2.6% 22% False False 17,139
60 65.03 54.97 10.06 17.0% 1.52 2.6% 43% False False 15,270
80 65.03 51.33 13.70 23.1% 1.55 2.6% 58% False False 13,493
100 65.03 51.33 13.70 23.1% 1.56 2.6% 58% False False 12,115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.38
2.618 63.41
1.618 62.20
1.000 61.45
0.618 60.99
HIGH 60.24
0.618 59.78
0.500 59.64
0.382 59.49
LOW 59.03
0.618 58.28
1.000 57.82
1.618 57.07
2.618 55.86
4.250 53.89
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 59.64 60.18
PP 59.53 59.89
S1 59.42 59.60

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

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