NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 61.71 61.55 -0.16 -0.3% 60.55
High 62.98 62.64 -0.34 -0.5% 63.12
Low 60.81 61.10 0.29 0.5% 59.64
Close 61.71 62.14 0.43 0.7% 61.44
Range 2.17 1.54 -0.63 -29.0% 3.48
ATR 1.59 1.58 0.00 -0.2% 0.00
Volume 44,205 78,656 34,451 77.9% 255,950
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.58 65.90 62.99
R3 65.04 64.36 62.56
R2 63.50 63.50 62.42
R1 62.82 62.82 62.28 63.16
PP 61.96 61.96 61.96 62.13
S1 61.28 61.28 62.00 61.62
S2 60.42 60.42 61.86
S3 58.88 59.74 61.72
S4 57.34 58.20 61.29
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.84 70.12 63.35
R3 68.36 66.64 62.40
R2 64.88 64.88 62.08
R1 63.16 63.16 61.76 64.02
PP 61.40 61.40 61.40 61.83
S1 59.68 59.68 61.12 60.54
S2 57.92 57.92 60.80
S3 54.44 56.20 60.48
S4 50.96 52.72 59.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.98 60.27 2.71 4.4% 1.30 2.1% 69% False False 46,241
10 63.12 58.55 4.57 7.4% 1.44 2.3% 79% False False 50,263
20 63.12 58.00 5.12 8.2% 1.61 2.6% 81% False False 52,063
40 65.38 58.00 7.38 11.9% 1.58 2.5% 56% False False 52,302
60 65.38 54.10 11.28 18.2% 1.69 2.7% 71% False False 52,173
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.19
2.618 66.67
1.618 65.13
1.000 64.18
0.618 63.59
HIGH 62.64
0.618 62.05
0.500 61.87
0.382 61.69
LOW 61.10
0.618 60.15
1.000 59.56
1.618 58.61
2.618 57.07
4.250 54.56
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 62.05 62.06
PP 61.96 61.98
S1 61.87 61.90

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

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