NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 24-Jun-2015
Day Change Summary
Previous Current
23-Jun-2015 24-Jun-2015 Change Change % Previous Week
Open 61.64 62.41 0.77 1.2% 61.30
High 62.70 62.80 0.10 0.2% 62.98
Low 61.03 61.08 0.05 0.1% 60.27
Close 62.31 61.54 -0.77 -1.2% 61.34
Range 1.67 1.72 0.05 3.0% 2.71
ATR 1.58 1.59 0.01 0.7% 0.00
Volume 42,067 59,349 17,282 41.1% 227,697
Daily Pivots for day following 24-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.97 65.97 62.49
R3 65.25 64.25 62.01
R2 63.53 63.53 61.86
R1 62.53 62.53 61.70 62.17
PP 61.81 61.81 61.81 61.63
S1 60.81 60.81 61.38 60.45
S2 60.09 60.09 61.22
S3 58.37 59.09 61.07
S4 56.65 57.37 60.59
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 62.80 60.62 2.18 3.5% 1.58 2.6% 42% True False 49,726
10 62.98 60.27 2.71 4.4% 1.39 2.3% 47% False False 46,399
20 63.12 58.00 5.12 8.3% 1.56 2.5% 69% False False 51,781
40 65.38 58.00 7.38 12.0% 1.60 2.6% 48% False False 50,768
60 65.38 54.32 11.06 18.0% 1.64 2.7% 65% False False 52,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.11
2.618 67.30
1.618 65.58
1.000 64.52
0.618 63.86
HIGH 62.80
0.618 62.14
0.500 61.94
0.382 61.74
LOW 61.08
0.618 60.02
1.000 59.36
1.618 58.30
2.618 56.58
4.250 53.77
Fisher Pivots for day following 24-Jun-2015
Pivot 1 day 3 day
R1 61.94 61.71
PP 61.81 61.65
S1 61.67 61.60

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

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