NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 59.25 58.72 -0.53 -0.9% 60.63
High 59.52 61.08 1.56 2.6% 61.83
Low 58.32 58.70 0.38 0.7% 57.21
Close 58.61 60.61 2.00 3.4% 59.56
Range 1.20 2.38 1.18 98.3% 4.62
ATR 1.83 1.88 0.05 2.5% 0.00
Volume 143,414 142,736 -678 -0.5% 506,453
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.27 66.32 61.92
R3 64.89 63.94 61.26
R2 62.51 62.51 61.05
R1 61.56 61.56 60.83 62.04
PP 60.13 60.13 60.13 60.37
S1 59.18 59.18 60.39 59.66
S2 57.75 57.75 60.17
S3 55.37 56.80 59.96
S4 52.99 54.42 59.30
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.39 71.10 62.10
R3 68.77 66.48 60.83
R2 64.15 64.15 60.41
R1 61.86 61.86 59.98 60.70
PP 59.53 59.53 59.53 58.95
S1 57.24 57.24 59.14 56.08
S2 54.91 54.91 58.71
S3 50.29 52.62 58.29
S4 45.67 48.00 57.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.68 57.21 4.47 7.4% 2.01 3.3% 76% False False 117,587
10 61.83 56.88 4.95 8.2% 1.89 3.1% 75% False False 102,738
20 63.16 56.88 6.28 10.4% 1.83 3.0% 59% False False 75,892
40 64.12 55.68 8.44 13.9% 1.80 3.0% 58% False False 59,312
60 64.12 48.71 15.41 25.4% 1.90 3.1% 77% False False 48,569
80 64.12 48.71 15.41 25.4% 1.87 3.1% 77% False False 43,277
100 64.12 48.71 15.41 25.4% 1.99 3.3% 77% False False 37,823
120 64.12 48.71 15.41 25.4% 2.04 3.4% 77% False False 32,401
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.20
2.618 67.31
1.618 64.93
1.000 63.46
0.618 62.55
HIGH 61.08
0.618 60.17
0.500 59.89
0.382 59.61
LOW 58.70
0.618 57.23
1.000 56.32
1.618 54.85
2.618 52.47
4.250 48.59
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 60.37 60.12
PP 60.13 59.63
S1 59.89 59.15

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

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