NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 57.97 60.29 2.32 4.0% 60.05
High 60.70 60.64 -0.06 -0.1% 60.70
Low 57.72 59.33 1.61 2.8% 56.51
Close 60.30 60.20 -0.10 -0.2% 60.30
Range 2.98 1.31 -1.67 -56.0% 4.19
ATR 1.93 1.88 -0.04 -2.3% 0.00
Volume 452,222 292,189 -160,033 -35.4% 1,437,949
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.99 63.40 60.92
R3 62.68 62.09 60.56
R2 61.37 61.37 60.44
R1 60.78 60.78 60.32 60.42
PP 60.06 60.06 60.06 59.88
S1 59.47 59.47 60.08 59.11
S2 58.75 58.75 59.96
S3 57.44 58.16 59.84
S4 56.13 56.85 59.48
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.74 70.21 62.60
R3 67.55 66.02 61.45
R2 63.36 63.36 61.07
R1 61.83 61.83 60.68 62.60
PP 59.17 59.17 59.17 59.55
S1 57.64 57.64 59.92 58.41
S2 54.98 54.98 59.53
S3 50.79 53.45 59.15
S4 46.60 49.26 58.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.70 56.51 4.19 7.0% 2.00 3.3% 88% False False 346,027
10 61.71 56.51 5.20 8.6% 1.90 3.2% 71% False False 321,923
20 63.62 56.51 7.11 11.8% 1.85 3.1% 52% False False 238,697
40 63.62 52.07 11.55 19.2% 1.87 3.1% 70% False False 164,839
60 63.62 47.46 16.16 26.8% 1.95 3.2% 79% False False 125,341
80 63.62 47.46 16.16 26.8% 2.01 3.3% 79% False False 105,163
100 63.62 47.46 16.16 26.8% 2.11 3.5% 79% False False 88,549
120 66.37 47.46 18.91 31.4% 2.17 3.6% 67% False False 75,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.21
2.618 64.07
1.618 62.76
1.000 61.95
0.618 61.45
HIGH 60.64
0.618 60.14
0.500 59.99
0.382 59.83
LOW 59.33
0.618 58.52
1.000 58.02
1.618 57.21
2.618 55.90
4.250 53.76
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 60.13 59.67
PP 60.06 59.14
S1 59.99 58.61

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

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