NYMEX Light Sweet Crude Oil Future July 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 60.03 59.78 -0.25 -0.4% 58.96
High 61.38 60.89 -0.49 -0.8% 61.82
Low 58.85 59.25 0.40 0.7% 57.86
Close 59.92 60.45 0.53 0.9% 59.96
Range 2.53 1.64 -0.89 -35.2% 3.96
ATR 1.77 1.76 -0.01 -0.5% 0.00
Volume 396,155 181,875 -214,280 -54.1% 1,804,415
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.12 64.42 61.35
R3 63.48 62.78 60.90
R2 61.84 61.84 60.75
R1 61.14 61.14 60.60 61.49
PP 60.20 60.20 60.20 60.37
S1 59.50 59.50 60.30 59.85
S2 58.56 58.56 60.15
S3 56.92 57.86 60.00
S4 55.28 56.22 59.55
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.76 69.82 62.14
R3 67.80 65.86 61.05
R2 63.84 63.84 60.69
R1 61.90 61.90 60.32 62.87
PP 59.88 59.88 59.88 60.37
S1 57.94 57.94 59.60 58.91
S2 55.92 55.92 59.23
S3 51.96 53.98 58.87
S4 48.00 50.02 57.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.38 58.73 2.65 4.4% 1.45 2.4% 65% False False 266,810
10 61.82 56.83 4.99 8.3% 1.61 2.7% 73% False False 335,258
20 61.82 56.51 5.31 8.8% 1.77 2.9% 74% False False 336,097
40 63.62 56.51 7.11 11.8% 1.77 2.9% 55% False False 246,907
60 63.62 50.00 13.62 22.5% 1.89 3.1% 77% False False 189,354
80 63.62 47.46 16.16 26.7% 1.89 3.1% 80% False False 153,900
100 63.62 47.46 16.16 26.7% 2.02 3.3% 80% False False 130,230
120 63.62 47.46 16.16 26.7% 2.06 3.4% 80% False False 111,110
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.86
2.618 65.18
1.618 63.54
1.000 62.53
0.618 61.90
HIGH 60.89
0.618 60.26
0.500 60.07
0.382 59.88
LOW 59.25
0.618 58.24
1.000 57.61
1.618 56.60
2.618 54.96
4.250 52.28
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 60.32 60.34
PP 60.20 60.23
S1 60.07 60.12

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

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