NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 61.15 61.71 0.56 0.9% 60.55
High 62.00 62.98 0.98 1.6% 63.12
Low 61.03 60.81 -0.22 -0.4% 59.64
Close 61.67 61.71 0.04 0.1% 61.44
Range 0.97 2.17 1.20 123.7% 3.48
ATR 1.54 1.59 0.04 2.9% 0.00
Volume 34,049 44,205 10,156 29.8% 255,950
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.34 67.20 62.90
R3 66.17 65.03 62.31
R2 64.00 64.00 62.11
R1 62.86 62.86 61.91 62.80
PP 61.83 61.83 61.83 61.80
S1 60.69 60.69 61.51 60.63
S2 59.66 59.66 61.31
S3 57.49 58.52 61.11
S4 55.32 56.35 60.52
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.84 70.12 63.35
R3 68.36 66.64 62.40
R2 64.88 64.88 62.08
R1 63.16 63.16 61.76 64.02
PP 61.40 61.40 61.40 61.83
S1 59.68 59.68 61.12 60.54
S2 57.92 57.92 60.80
S3 54.44 56.20 60.48
S4 50.96 52.72 59.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.98 60.27 2.71 4.4% 1.20 2.0% 53% True False 43,071
10 63.12 58.55 4.57 7.4% 1.47 2.4% 69% False False 47,814
20 63.12 58.00 5.12 8.3% 1.57 2.5% 72% False False 50,506
40 65.38 58.00 7.38 12.0% 1.58 2.6% 50% False False 51,311
60 65.38 54.10 11.28 18.3% 1.69 2.7% 67% False False 51,205
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 72.20
2.618 68.66
1.618 66.49
1.000 65.15
0.618 64.32
HIGH 62.98
0.618 62.15
0.500 61.90
0.382 61.64
LOW 60.81
0.618 59.47
1.000 58.64
1.618 57.30
2.618 55.13
4.250 51.59
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 61.90 61.68
PP 61.83 61.65
S1 61.77 61.63

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

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