NYMEX Light Sweet Crude Oil Future October 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 61.78 60.71 -1.07 -1.7% 60.69
High 62.11 60.97 -1.14 -1.8% 62.41
Low 60.40 59.96 -0.44 -0.7% 59.79
Close 60.84 60.24 -0.60 -1.0% 60.61
Range 1.71 1.01 -0.70 -40.9% 2.62
ATR 1.61 1.56 -0.04 -2.6% 0.00
Volume 28,532 24,451 -4,081 -14.3% 131,977
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.42 62.84 60.80
R3 62.41 61.83 60.52
R2 61.40 61.40 60.43
R1 60.82 60.82 60.33 60.61
PP 60.39 60.39 60.39 60.28
S1 59.81 59.81 60.15 59.60
S2 59.38 59.38 60.05
S3 58.37 58.80 59.96
S4 57.36 57.79 59.68
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 62.11 59.93 2.18 3.6% 1.48 2.5% 14% False False 25,692
10 62.41 59.79 2.62 4.3% 1.39 2.3% 17% False False 25,581
20 62.65 57.80 4.85 8.1% 1.56 2.6% 50% False False 27,961
40 64.74 57.32 7.42 12.3% 1.58 2.6% 39% False False 24,378
60 64.74 52.98 11.76 19.5% 1.64 2.7% 62% False False 22,206
80 64.74 50.54 14.20 23.6% 1.63 2.7% 68% False False 19,780
100 64.74 50.54 14.20 23.6% 1.71 2.8% 68% False False 17,957
120 64.74 50.54 14.20 23.6% 1.73 2.9% 68% False False 15,898
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 0.35
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.26
2.618 63.61
1.618 62.60
1.000 61.98
0.618 61.59
HIGH 60.97
0.618 60.58
0.500 60.47
0.382 60.35
LOW 59.96
0.618 59.34
1.000 58.95
1.618 58.33
2.618 57.32
4.250 55.67
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 60.47 61.04
PP 60.39 60.77
S1 60.32 60.51

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

View Archives - Comment on this page... - Back to Index of Symbols