NYMEX Light Sweet Crude Oil Future September 2015

Trading Metrics calculated at close of trading on 16-Jun-2015

Day Change Summary
	Previous	Current
	15-Jun-2015	16-Jun-2015	Change	Change %	Previous Week
Open	60.72	60.39	-0.33	-0.5%	59.59
High	60.75	61.15	0.40	0.7%	62.51
Low	59.57	60.27	0.70	1.2%	58.70
Close	60.39	60.84	0.45	0.7%	60.77
Range	1.18	0.88	-0.30	-25.4%	3.81
ATR	1.67	1.62	-0.06	-3.4%	0.00
Volume	58,777	54,074	-4,703	-8.0%	438,971

Daily Pivots for day following 16-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.39	63.00	61.32
R3	62.51	62.12	61.08
R2	61.63	61.63	61.00
R1	61.24	61.24	60.92	61.44
PP	60.75	60.75	60.75	60.85
S1	60.36	60.36	60.76	60.56
S2	59.87	59.87	60.68
S3	58.99	59.48	60.60
S4	58.11	58.60	60.36

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	59.57	2.94	4.8%	1.08	1.8%	43%	False	False	78,002
10	62.51	57.54	4.97	8.2%	1.51	2.5%	66%	False	False	75,060
20	62.51	57.09	5.42	8.9%	1.65	2.7%	69%	False	False	60,212
40	64.45	57.09	7.36	12.1%	1.64	2.7%	51%	False	False	50,052
60	64.45	51.12	13.33	21.9%	1.76	2.9%	73%	False	False	46,211
80	64.45	49.69	14.76	24.3%	1.76	2.9%	76%	False	False	41,986
100	64.45	49.69	14.76	24.3%	1.86	3.1%	76%	False	False	39,349
120	64.45	49.69	14.76	24.3%	1.89	3.1%	76%	False	False	35,038

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.89
2.618	63.45
1.618	62.57
1.000	62.03
0.618	61.69
HIGH	61.15
0.618	60.81
0.500	60.71
0.382	60.61
LOW	60.27
0.618	59.73
1.000	59.39
1.618	58.85
2.618	57.97
4.250	56.53

Fisher Pivots for day following 16-Jun-2015
Pivot	1 day	3 day
R1	60.80	60.72
PP	60.75	60.60
S1	60.71	60.49

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