NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 62.06 60.95 -1.11 -1.8% 61.30
High 62.25 61.95 -0.30 -0.5% 62.98
Low 60.62 60.62 0.00 0.0% 60.27
Close 61.34 61.85 0.51 0.8% 61.34
Range 1.63 1.33 -0.30 -18.4% 2.71
ATR 1.59 1.57 -0.02 -1.2% 0.00
Volume 35,050 33,512 -1,538 -4.4% 227,697
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.46 64.99 62.58
R3 64.13 63.66 62.22
R2 62.80 62.80 62.09
R1 62.33 62.33 61.97 62.57
PP 61.47 61.47 61.47 61.59
S1 61.00 61.00 61.73 61.24
S2 60.14 60.14 61.61
S3 58.81 59.67 61.48
S4 57.48 58.34 61.12
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 69.66 68.21 62.83
R3 66.95 65.50 62.09
R2 64.24 64.24 61.84
R1 62.79 62.79 61.59 63.52
PP 61.53 61.53 61.53 61.89
S1 60.08 60.08 61.09 60.81
S2 58.82 58.82 60.84
S3 56.11 57.37 60.59
S4 53.40 54.66 59.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.98 60.62 2.36 3.8% 1.53 2.5% 52% False True 45,094
10 63.12 59.97 3.15 5.1% 1.39 2.2% 60% False False 44,304
20 63.12 58.00 5.12 8.3% 1.60 2.6% 75% False False 50,756
40 65.38 58.00 7.38 11.9% 1.57 2.5% 52% False False 50,736
60 65.38 54.32 11.06 17.9% 1.65 2.7% 68% False False 52,304
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.60
2.618 65.43
1.618 64.10
1.000 63.28
0.618 62.77
HIGH 61.95
0.618 61.44
0.500 61.29
0.382 61.13
LOW 60.62
0.618 59.80
1.000 59.29
1.618 58.47
2.618 57.14
4.250 54.97
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 61.66 61.78
PP 61.47 61.70
S1 61.29 61.63

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

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