NYMEX Light Sweet Crude Oil Future August 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	59.75	60.21	0.46	0.8%	60.33
High	60.63	61.49	0.86	1.4%	61.81
Low	59.27	59.55	0.28	0.5%	59.19
Close	60.38	61.01	0.63	1.0%	59.97
Range	1.36	1.94	0.58	42.6%	2.62
ATR	1.69	1.71	0.02	1.1%	0.00
Volume	255,306	336,224	80,918	31.7%	961,018

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.50	65.70	62.08
R3	64.56	63.76	61.54
R2	62.62	62.62	61.37
R1	61.82	61.82	61.19	62.22
PP	60.68	60.68	60.68	60.89
S1	59.88	59.88	60.83	60.28
S2	58.74	58.74	60.65
S3	56.80	57.94	60.48
S4	54.86	56.00	59.94

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	61.81	59.24	2.57	4.2%	1.82	3.0%	69%	False	False	258,998
10	62.22	59.19	3.03	5.0%	1.48	2.4%	60%	False	False	198,390
20	62.22	56.88	5.34	8.8%	1.68	2.8%	77%	False	False	150,564
40	64.12	56.88	7.24	11.9%	1.72	2.8%	57%	False	False	98,196
60	64.12	51.30	12.82	21.0%	1.77	2.9%	76%	False	False	77,710
80	64.12	48.71	15.41	25.3%	1.80	3.0%	80%	False	False	64,855
100	64.12	48.71	15.41	25.3%	1.95	3.2%	80%	False	False	56,452
120	64.12	48.71	15.41	25.3%	1.95	3.2%	80%	False	False	48,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	69.74
2.618	66.57
1.618	64.63
1.000	63.43
0.618	62.69
HIGH	61.49
0.618	60.75
0.500	60.52
0.382	60.29
LOW	59.55
0.618	58.35
1.000	57.61
1.618	56.41
2.618	54.47
4.250	51.31

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	60.85	60.80
PP	60.68	60.58
S1	60.52	60.37

Download as Excel Spreadsheet

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

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