NYMEX Light Sweet Crude Oil Future July 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	58.31	60.58	2.27	3.9%	60.29
High	60.68	61.82	1.14	1.9%	61.58
Low	58.23	60.45	2.22	3.8%	56.83
Close	60.14	61.43	1.29	2.1%	59.13
Range	2.45	1.37	-1.08	-44.1%	4.75
ATR	1.93	1.91	-0.02	-0.9%	0.00
Volume	405,486	459,765	54,279	13.4%	1,832,356

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.34	64.76	62.18
R3	63.97	63.39	61.81
R2	62.60	62.60	61.68
R1	62.02	62.02	61.56	62.31
PP	61.23	61.23	61.23	61.38
S1	60.65	60.65	61.30	60.94
S2	59.86	59.86	61.18
S3	58.49	59.28	61.05
S4	57.12	57.91	60.68

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	73.43	71.03	61.74
R3	68.68	66.28	60.44
R2	63.93	63.93	60.00
R1	61.53	61.53	59.57	60.36
PP	59.18	59.18	59.18	58.59
S1	56.78	56.78	58.69	55.61
S2	54.43	54.43	58.26
S3	49.68	52.03	57.82
S4	44.93	47.28	56.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.82	56.83	4.99	8.1%	1.92	3.1%	92%	True	False	405,891
10	61.82	56.51	5.31	8.6%	1.90	3.1%	93%	True	False	383,035
20	62.75	56.51	6.24	10.2%	1.84	3.0%	79%	False	False	328,165
40	63.62	56.00	7.62	12.4%	1.86	3.0%	71%	False	False	218,938
60	63.62	47.46	16.16	26.3%	1.97	3.2%	86%	False	False	165,193
80	63.62	47.46	16.16	26.3%	1.95	3.2%	86%	False	False	135,870
100	63.62	47.46	16.16	26.3%	2.07	3.4%	86%	False	False	114,818
120	63.62	47.46	16.16	26.3%	2.14	3.5%	86%	False	False	97,514

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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	67.64
2.618	65.41
1.618	64.04
1.000	63.19
0.618	62.67
HIGH	61.82
0.618	61.30
0.500	61.14
0.382	60.97
LOW	60.45
0.618	59.60
1.000	59.08
1.618	58.23
2.618	56.86
4.250	54.63

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	61.33	60.90
PP	61.23	60.37
S1	61.14	59.84

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols