NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 12-Jun-2015

Day Change Summary
	Previous	Current
	11-Jun-2015	12-Jun-2015	Change	Change %	Previous Week
Open	61.78	61.34	-0.44	-0.7%	59.59
High	62.20	61.40	-0.80	-1.3%	62.51
Low	61.02	60.57	-0.45	-0.7%	58.70
Close	61.60	60.77	-0.83	-1.3%	60.77
Range	1.18	0.83	-0.35	-29.7%	3.81
ATR	1.76	1.71	-0.05	-3.0%	0.00
Volume	108,443	84,626	-23,817	-22.0%	438,971

Daily Pivots for day following 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.40	62.92	61.23
R3	62.57	62.09	61.00
R2	61.74	61.74	60.92
R1	61.26	61.26	60.85	61.09
PP	60.91	60.91	60.91	60.83
S1	60.43	60.43	60.69	60.26
S2	60.08	60.08	60.62
S3	59.25	59.60	60.54
S4	58.42	58.77	60.31

Weekly Pivots for week ending 12-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.09	70.24	62.87
R3	68.28	66.43	61.82
R2	64.47	64.47	61.47
R1	62.62	62.62	61.12	63.55
PP	60.66	60.66	60.66	61.12
S1	58.81	58.81	60.42	59.74
S2	56.85	56.85	60.07
S3	53.04	55.00	59.72
S4	49.23	51.19	58.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.51	58.70	3.81	6.3%	1.36	2.2%	54%	False	False	87,794
10	62.51	57.54	4.97	8.2%	1.57	2.6%	65%	False	False	75,336
20	62.51	57.09	5.42	8.9%	1.71	2.8%	68%	False	False	57,733
40	64.45	57.09	7.36	12.1%	1.67	2.8%	50%	False	False	49,236
60	64.45	50.43	14.02	23.1%	1.79	3.0%	74%	False	False	45,376
80	64.45	49.69	14.76	24.3%	1.78	2.9%	75%	False	False	41,241
100	64.45	49.69	14.76	24.3%	1.88	3.1%	75%	False	False	38,729
120	64.45	49.69	14.76	24.3%	1.92	3.2%	75%	False	False	34,284

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	64.93
2.618	63.57
1.618	62.74
1.000	62.23
0.618	61.91
HIGH	61.40
0.618	61.08
0.500	60.99
0.382	60.89
LOW	60.57
0.618	60.06
1.000	59.74
1.618	59.23
2.618	58.40
4.250	57.04

Fisher Pivots for day following 12-Jun-2015
Pivot	1 day	3 day
R1	60.99	61.54
PP	60.91	61.28
S1	60.84	61.03

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