NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 59.28 60.08 0.80 1.3% 60.66
High 60.65 60.08 -0.57 -0.9% 62.41
Low 59.08 57.88 -1.20 -2.0% 59.78
Close 60.44 58.12 -2.32 -3.8% 60.58
Range 1.57 2.20 0.63 40.1% 2.63
ATR 1.50 1.57 0.08 5.1% 0.00
Volume 12,931 17,452 4,521 35.0% 92,174
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 65.29 63.91 59.33
R3 63.09 61.71 58.73
R2 60.89 60.89 58.52
R1 59.51 59.51 58.32 59.10
PP 58.69 58.69 58.69 58.49
S1 57.31 57.31 57.92 56.90
S2 56.49 56.49 57.72
S3 54.29 55.11 57.52
S4 52.09 52.91 56.91
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 61.32 57.88 3.44 5.9% 1.42 2.4% 7% False True 13,395
10 62.41 57.88 4.53 7.8% 1.47 2.5% 5% False True 18,330
20 62.87 57.88 4.99 8.6% 1.47 2.5% 5% False True 18,433
40 65.03 57.68 7.35 12.6% 1.56 2.7% 6% False False 17,305
60 65.03 55.25 9.78 16.8% 1.51 2.6% 29% False False 15,507
80 65.03 51.33 13.70 23.6% 1.57 2.7% 50% False False 13,687
100 65.03 51.33 13.70 23.6% 1.54 2.7% 50% False False 12,262
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 69.43
2.618 65.84
1.618 63.64
1.000 62.28
0.618 61.44
HIGH 60.08
0.618 59.24
0.500 58.98
0.382 58.72
LOW 57.88
0.618 56.52
1.000 55.68
1.618 54.32
2.618 52.12
4.250 48.53
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 58.98 59.27
PP 58.69 58.88
S1 58.41 58.50

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

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