NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 61.51 60.49 -1.02 -1.7% 60.72
High 61.87 60.76 -1.11 -1.8% 62.20
Low 60.13 59.72 -0.41 -0.7% 59.57
Close 60.58 60.00 -0.58 -1.0% 60.29
Range 1.74 1.04 -0.70 -40.2% 2.63
ATR 1.67 1.63 -0.05 -2.7% 0.00
Volume 74,695 65,556 -9,139 -12.2% 338,764
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.28 62.68 60.57
R3 62.24 61.64 60.29
R2 61.20 61.20 60.19
R1 60.60 60.60 60.10 60.38
PP 60.16 60.16 60.16 60.05
S1 59.56 59.56 59.90 59.34
S2 59.12 59.12 59.81
S3 58.08 58.52 59.71
S4 57.04 57.48 59.43
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.58 67.06 61.74
R3 65.95 64.43 61.01
R2 63.32 63.32 60.77
R1 61.80 61.80 60.53 61.25
PP 60.69 60.69 60.69 60.41
S1 59.17 59.17 60.05 58.62
S2 58.06 58.06 59.81
S3 55.43 56.54 59.57
S4 52.80 53.91 58.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.87 59.58 2.29 3.8% 1.54 2.6% 18% False False 68,114
10 62.20 59.57 2.63 4.4% 1.47 2.4% 16% False False 69,823
20 62.51 57.54 4.97 8.3% 1.62 2.7% 49% False False 71,098
40 64.45 57.09 7.36 12.3% 1.65 2.7% 40% False False 55,453
60 64.45 52.13 12.32 20.5% 1.73 2.9% 64% False False 51,170
80 64.45 49.69 14.76 24.6% 1.76 2.9% 70% False False 45,723
100 64.45 49.69 14.76 24.6% 1.84 3.1% 70% False False 42,870
120 64.45 49.69 14.76 24.6% 1.88 3.1% 70% False False 38,773
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.18
2.618 63.48
1.618 62.44
1.000 61.80
0.618 61.40
HIGH 60.76
0.618 60.36
0.500 60.24
0.382 60.12
LOW 59.72
0.618 59.08
1.000 58.68
1.618 58.04
2.618 57.00
4.250 55.30
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 60.24 60.80
PP 60.16 60.53
S1 60.08 60.27

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

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