NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 61.14 60.22 -0.92 -1.5% 60.33
High 61.57 60.46 -1.11 -1.8% 61.81
Low 59.80 59.43 -0.37 -0.6% 59.19
Close 60.27 59.70 -0.57 -0.9% 59.97
Range 1.77 1.03 -0.74 -41.8% 2.62
ATR 1.71 1.66 -0.05 -2.8% 0.00
Volume 312,985 222,341 -90,644 -29.0% 961,018
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.95 62.36 60.27
R3 61.92 61.33 59.98
R2 60.89 60.89 59.89
R1 60.30 60.30 59.79 60.08
PP 59.86 59.86 59.86 59.76
S1 59.27 59.27 59.61 59.05
S2 58.83 58.83 59.51
S3 57.80 58.24 59.42
S4 56.77 57.21 59.13
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.18 66.70 61.41
R3 65.56 64.08 60.69
R2 62.94 62.94 60.45
R1 61.46 61.46 60.21 60.89
PP 60.32 60.32 60.32 60.04
S1 58.84 58.84 59.73 58.27
S2 57.70 57.70 59.49
S3 55.08 56.22 59.25
S4 52.46 53.60 58.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.57 59.24 2.33 3.9% 1.56 2.6% 20% False False 285,350
10 61.81 59.19 2.62 4.4% 1.50 2.5% 19% False False 217,982
20 62.22 57.21 5.01 8.4% 1.67 2.8% 50% False False 169,792
40 64.12 56.88 7.24 12.1% 1.69 2.8% 39% False False 110,119
60 64.12 51.30 12.82 21.5% 1.77 3.0% 66% False False 85,939
80 64.12 48.71 15.41 25.8% 1.80 3.0% 71% False False 70,860
100 64.12 48.71 15.41 25.8% 1.90 3.2% 71% False False 61,570
120 64.12 48.71 15.41 25.8% 1.94 3.2% 71% False False 52,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.84
2.618 63.16
1.618 62.13
1.000 61.49
0.618 61.10
HIGH 60.46
0.618 60.07
0.500 59.95
0.382 59.82
LOW 59.43
0.618 58.79
1.000 58.40
1.618 57.76
2.618 56.73
4.250 55.05
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 59.95 60.50
PP 59.86 60.23
S1 59.78 59.97

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

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