NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 60.26 58.50 -1.76 -2.9% 60.95
High 60.26 59.42 -0.84 -1.4% 62.80
Low 58.30 57.98 -0.32 -0.5% 60.05
Close 58.55 58.45 -0.10 -0.2% 60.94
Range 1.96 1.44 -0.52 -26.5% 2.75
ATR 1.60 1.59 -0.01 -0.7% 0.00
Volume 51,333 79,910 28,577 55.7% 216,667
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.94 62.13 59.24
R3 61.50 60.69 58.85
R2 60.06 60.06 58.71
R1 59.25 59.25 58.58 58.94
PP 58.62 58.62 58.62 58.46
S1 57.81 57.81 58.32 57.50
S2 57.18 57.18 58.19
S3 55.74 56.37 58.05
S4 54.30 54.93 57.66
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 61.20 57.98 3.22 5.5% 1.48 2.5% 15% False True 44,846
10 62.80 57.98 4.82 8.2% 1.49 2.5% 10% False True 44,547
20 63.12 57.98 5.14 8.8% 1.46 2.5% 9% False True 47,405
40 64.39 57.98 6.41 11.0% 1.58 2.7% 7% False True 49,218
60 65.38 56.05 9.33 16.0% 1.58 2.7% 26% False False 51,724
80 65.38 51.95 13.43 23.0% 1.70 2.9% 48% False False 49,909
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.54
2.618 63.19
1.618 61.75
1.000 60.86
0.618 60.31
HIGH 59.42
0.618 58.87
0.500 58.70
0.382 58.53
LOW 57.98
0.618 57.09
1.000 56.54
1.618 55.65
2.618 54.21
4.250 51.86
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 58.70 59.49
PP 58.62 59.14
S1 58.53 58.80

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

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