NYMEX Light Sweet Crude Oil Future October 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 60.71 60.23 -0.48 -0.8% 60.35
High 60.97 60.52 -0.45 -0.7% 62.11
Low 59.96 59.38 -0.58 -1.0% 59.38
Close 60.24 60.24 0.00 0.0% 60.24
Range 1.01 1.14 0.13 12.9% 2.73
ATR 1.56 1.53 -0.03 -1.9% 0.00
Volume 24,451 16,532 -7,919 -32.4% 120,592
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.47 62.99 60.87
R3 62.33 61.85 60.55
R2 61.19 61.19 60.45
R1 60.71 60.71 60.34 60.95
PP 60.05 60.05 60.05 60.17
S1 59.57 59.57 60.14 59.81
S2 58.91 58.91 60.03
S3 57.77 58.43 59.93
S4 56.63 57.29 59.61
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.77 67.23 61.74
R3 66.04 64.50 60.99
R2 63.31 63.31 60.74
R1 61.77 61.77 60.49 61.18
PP 60.58 60.58 60.58 60.28
S1 59.04 59.04 59.99 58.45
S2 57.85 57.85 59.74
S3 55.12 56.31 59.49
S4 52.39 53.58 58.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.11 59.38 2.73 4.5% 1.38 2.3% 32% False True 24,118
10 62.41 59.38 3.03 5.0% 1.43 2.4% 28% False True 25,256
20 62.65 57.80 4.85 8.1% 1.48 2.5% 50% False False 27,332
40 64.74 57.32 7.42 12.3% 1.58 2.6% 39% False False 24,138
60 64.74 53.24 11.50 19.1% 1.61 2.7% 61% False False 22,331
80 64.74 50.54 14.20 23.6% 1.63 2.7% 68% False False 19,851
100 64.74 50.54 14.20 23.6% 1.68 2.8% 68% False False 17,982
120 64.74 50.54 14.20 23.6% 1.72 2.9% 68% False False 16,026
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.37
2.618 63.50
1.618 62.36
1.000 61.66
0.618 61.22
HIGH 60.52
0.618 60.08
0.500 59.95
0.382 59.82
LOW 59.38
0.618 58.68
1.000 58.24
1.618 57.54
2.618 56.40
4.250 54.54
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 60.14 60.75
PP 60.05 60.58
S1 59.95 60.41

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

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