NYMEX Light Sweet Crude Oil Future October 2015

Trading Metrics calculated at close of trading on 23-Jun-2015

Day Change Summary
	Previous	Current
	22-Jun-2015	23-Jun-2015	Change	Change %	Previous Week
Open	60.35	60.85	0.50	0.8%	60.69
High	61.25	62.01	0.76	1.2%	62.41
Low	59.96	60.25	0.29	0.5%	59.79
Close	61.07	61.62	0.55	0.9%	60.61
Range	1.29	1.76	0.47	36.4%	2.62
ATR	1.58	1.60	0.01	0.8%	0.00
Volume	24,036	27,041	3,005	12.5%	131,977

Daily Pivots for day following 23-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.57	65.86	62.59
R3	64.81	64.10	62.10
R2	63.05	63.05	61.94
R1	62.34	62.34	61.78	62.70
PP	61.29	61.29	61.29	61.47
S1	60.58	60.58	61.46	60.94
S2	59.53	59.53	61.30
S3	57.77	58.82	61.14
S4	56.01	57.06	60.65

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.80	67.32	62.05
R3	66.18	64.70	61.33
R2	63.56	63.56	61.09
R1	62.08	62.08	60.85	61.51
PP	60.94	60.94	60.94	60.65
S1	59.46	59.46	60.37	58.89
S2	58.32	58.32	60.13
S3	55.70	56.84	59.89
S4	53.08	54.22	59.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.41	59.93	2.48	4.0%	1.69	2.7%	68%	False	False	28,641
10	62.65	59.79	2.86	4.6%	1.36	2.2%	64%	False	False	25,966
20	62.65	57.32	5.33	8.6%	1.58	2.6%	81%	False	False	27,926
40	64.74	57.32	7.42	12.0%	1.60	2.6%	58%	False	False	23,873
60	64.74	52.98	11.76	19.1%	1.63	2.6%	73%	False	False	21,599
80	64.74	50.54	14.20	23.0%	1.62	2.6%	78%	False	False	19,387
100	64.74	50.54	14.20	23.0%	1.75	2.8%	78%	False	False	17,553

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	69.49
2.618	66.62
1.618	64.86
1.000	63.77
0.618	63.10
HIGH	62.01
0.618	61.34
0.500	61.13
0.382	60.92
LOW	60.25
0.618	59.16
1.000	58.49
1.618	57.40
2.618	55.64
4.250	52.77

Fisher Pivots for day following 23-Jun-2015
Pivot	1 day	3 day
R1	61.46	61.40
PP	61.29	61.19
S1	61.13	60.97

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