NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 61.11 60.93 -0.18 -0.3% 59.62
High 62.41 61.92 -0.49 -0.8% 62.65
Low 60.08 60.45 0.37 0.6% 58.92
Close 61.03 61.48 0.45 0.7% 60.96
Range 2.33 1.47 -0.86 -36.9% 3.73
ATR 1.62 1.61 -0.01 -0.7% 0.00
Volume 22,664 45,062 22,398 98.8% 138,391
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.69 65.06 62.29
R3 64.22 63.59 61.88
R2 62.75 62.75 61.75
R1 62.12 62.12 61.61 62.44
PP 61.28 61.28 61.28 61.44
S1 60.65 60.65 61.35 60.97
S2 59.81 59.81 61.21
S3 58.34 59.18 61.08
S4 56.87 57.71 60.67
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.03 70.23 63.01
R3 68.30 66.50 61.99
R2 64.57 64.57 61.64
R1 62.77 62.77 61.30 63.67
PP 60.84 60.84 60.84 61.30
S1 59.04 59.04 60.62 59.94
S2 57.11 57.11 60.28
S3 53.38 55.31 59.93
S4 49.65 51.58 58.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.41 59.79 2.62 4.3% 1.30 2.1% 65% False False 25,470
10 62.65 57.80 4.85 7.9% 1.47 2.4% 76% False False 27,788
20 62.65 57.32 5.33 8.7% 1.63 2.6% 78% False False 27,756
40 64.74 57.32 7.42 12.1% 1.59 2.6% 56% False False 23,913
60 64.74 52.93 11.81 19.2% 1.65 2.7% 72% False False 21,193
80 64.74 50.54 14.20 23.1% 1.64 2.7% 77% False False 18,783
100 64.74 50.54 14.20 23.1% 1.73 2.8% 77% False False 16,986
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.17
2.618 65.77
1.618 64.30
1.000 63.39
0.618 62.83
HIGH 61.92
0.618 61.36
0.500 61.19
0.382 61.01
LOW 60.45
0.618 59.54
1.000 58.98
1.618 58.07
2.618 56.60
4.250 54.20
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 61.38 61.40
PP 61.28 61.32
S1 61.19 61.25

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

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