NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 60.49 60.00 -0.49 -0.8% 60.05
High 60.76 60.28 -0.48 -0.8% 61.87
Low 59.72 59.09 -0.63 -1.1% 59.09
Close 60.00 59.97 -0.03 -0.1% 59.97
Range 1.04 1.19 0.15 14.4% 2.78
ATR 1.63 1.59 -0.03 -1.9% 0.00
Volume 65,556 40,345 -25,211 -38.5% 315,193
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.35 62.85 60.62
R3 62.16 61.66 60.30
R2 60.97 60.97 60.19
R1 60.47 60.47 60.08 60.13
PP 59.78 59.78 59.78 59.61
S1 59.28 59.28 59.86 58.94
S2 58.59 58.59 59.75
S3 57.40 58.09 59.64
S4 56.21 56.90 59.32
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.65 67.09 61.50
R3 65.87 64.31 60.73
R2 63.09 63.09 60.48
R1 61.53 61.53 60.22 60.92
PP 60.31 60.31 60.31 60.01
S1 58.75 58.75 59.72 58.14
S2 57.53 57.53 59.46
S3 54.75 55.97 59.21
S4 51.97 53.19 58.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.87 59.09 2.78 4.6% 1.44 2.4% 32% False True 63,038
10 62.20 59.09 3.11 5.2% 1.50 2.5% 28% False True 65,395
20 62.51 57.54 4.97 8.3% 1.54 2.6% 49% False False 70,365
40 64.45 57.09 7.36 12.3% 1.65 2.7% 39% False False 55,118
60 64.45 52.56 11.89 19.8% 1.70 2.8% 62% False False 51,271
80 64.45 49.69 14.76 24.6% 1.76 2.9% 70% False False 45,912
100 64.45 49.69 14.76 24.6% 1.82 3.0% 70% False False 42,934
120 64.45 49.69 14.76 24.6% 1.88 3.1% 70% False False 39,085
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.34
2.618 63.40
1.618 62.21
1.000 61.47
0.618 61.02
HIGH 60.28
0.618 59.83
0.500 59.69
0.382 59.54
LOW 59.09
0.618 58.35
1.000 57.90
1.618 57.16
2.618 55.97
4.250 54.03
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 59.88 60.48
PP 59.78 60.31
S1 59.69 60.14

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

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