NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 60.95 61.64 0.69 1.1% 61.30
High 61.95 62.70 0.75 1.2% 62.98
Low 60.62 61.03 0.41 0.7% 60.27
Close 61.85 62.31 0.46 0.7% 61.34
Range 1.33 1.67 0.34 25.6% 2.71
ATR 1.57 1.58 0.01 0.5% 0.00
Volume 33,512 42,067 8,555 25.5% 227,697
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.02 66.34 63.23
R3 65.35 64.67 62.77
R2 63.68 63.68 62.62
R1 63.00 63.00 62.46 63.34
PP 62.01 62.01 62.01 62.19
S1 61.33 61.33 62.16 61.67
S2 60.34 60.34 62.00
S3 58.67 59.66 61.85
S4 57.00 57.99 61.39
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% 1.67 2.7% 72% False False 46,698
10 63.12 60.27 2.85 4.6% 1.35 2.2% 72% False False 45,369
20 63.12 58.00 5.12 8.2% 1.56 2.5% 84% False False 50,990
40 65.38 58.00 7.38 11.8% 1.59 2.5% 58% False False 50,146
60 65.38 54.32 11.06 17.7% 1.63 2.6% 72% False False 51,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 69.80
2.618 67.07
1.618 65.40
1.000 64.37
0.618 63.73
HIGH 62.70
0.618 62.06
0.500 61.87
0.382 61.67
LOW 61.03
0.618 60.00
1.000 59.36
1.618 58.33
2.618 56.66
4.250 53.93
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 62.16 62.09
PP 62.01 61.88
S1 61.87 61.66

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

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