NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 61.78 60.86 -0.92 -1.5% 60.12
High 61.78 61.08 -0.70 -1.1% 62.87
Low 61.11 60.03 -1.08 -1.8% 59.27
Close 61.20 60.88 -0.32 -0.5% 61.20
Range 0.67 1.05 0.38 56.7% 3.60
ATR 1.59 1.56 -0.03 -1.9% 0.00
Volume 15,441 12,010 -3,431 -22.2% 105,957
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.81 63.40 61.46
R3 62.76 62.35 61.17
R2 61.71 61.71 61.07
R1 61.30 61.30 60.98 61.51
PP 60.66 60.66 60.66 60.77
S1 60.25 60.25 60.78 60.46
S2 59.61 59.61 60.69
S3 58.56 59.20 60.59
S4 57.51 58.15 60.30
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.91 70.16 63.18
R3 68.31 66.56 62.19
R2 64.71 64.71 61.86
R1 62.96 62.96 61.53 63.84
PP 61.11 61.11 61.11 61.55
S1 59.36 59.36 60.87 60.24
S2 57.51 57.51 60.54
S3 53.91 55.76 60.21
S4 50.31 52.16 59.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.87 59.58 3.29 5.4% 1.26 2.1% 40% False False 17,294
10 62.87 58.15 4.72 7.8% 1.46 2.4% 58% False False 21,499
20 63.00 57.68 5.32 8.7% 1.58 2.6% 60% False False 18,384
40 65.03 57.68 7.35 12.1% 1.52 2.5% 44% False False 15,481
60 65.03 52.10 12.93 21.2% 1.56 2.6% 68% False False 13,587
80 65.03 51.33 13.70 22.5% 1.53 2.5% 70% False False 12,074
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.54
2.618 63.83
1.618 62.78
1.000 62.13
0.618 61.73
HIGH 61.08
0.618 60.68
0.500 60.56
0.382 60.43
LOW 60.03
0.618 59.38
1.000 58.98
1.618 58.33
2.618 57.28
4.250 55.57
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 60.77 61.32
PP 60.66 61.17
S1 60.56 61.03

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

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