NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 60.10 59.60 -0.50 -0.8% 60.95
High 60.60 61.00 0.40 0.7% 62.80
Low 59.41 59.32 -0.09 -0.2% 60.05
Close 59.68 60.78 1.10 1.8% 60.94
Range 1.19 1.68 0.49 41.2% 2.75
ATR 1.52 1.53 0.01 0.7% 0.00
Volume 31,595 30,918 -677 -2.1% 216,667
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.41 64.77 61.70
R3 63.73 63.09 61.24
R2 62.05 62.05 61.09
R1 61.41 61.41 60.93 61.73
PP 60.37 60.37 60.37 60.53
S1 59.73 59.73 60.63 60.05
S2 58.69 58.69 60.47
S3 57.01 58.05 60.32
S4 55.33 56.37 59.86
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 69.51 67.98 62.45
R3 66.76 65.23 61.70
R2 64.01 64.01 61.44
R1 62.48 62.48 61.19 61.87
PP 61.26 61.26 61.26 60.96
S1 59.73 59.73 60.69 59.12
S2 58.51 58.51 60.44
S3 55.76 56.98 60.18
S4 53.01 54.23 59.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.80 59.32 3.48 5.7% 1.37 2.3% 42% False True 40,720
10 62.98 59.32 3.66 6.0% 1.52 2.5% 40% False True 43,709
20 63.12 58.55 4.57 7.5% 1.47 2.4% 49% False False 46,721
40 65.38 58.00 7.38 12.1% 1.59 2.6% 38% False False 48,526
60 65.38 55.75 9.63 15.8% 1.58 2.6% 52% False False 51,787
80 65.38 51.95 13.43 22.1% 1.69 2.8% 66% False False 49,213
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.14
2.618 65.40
1.618 63.72
1.000 62.68
0.618 62.04
HIGH 61.00
0.618 60.36
0.500 60.16
0.382 59.96
LOW 59.32
0.618 58.28
1.000 57.64
1.618 56.60
2.618 54.92
4.250 52.18
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 60.57 60.61
PP 60.37 60.43
S1 60.16 60.26

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

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