NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 59.86 59.28 -0.58 -1.0% 60.66
High 60.24 60.65 0.41 0.7% 62.41
Low 59.03 59.08 0.05 0.1% 59.78
Close 59.31 60.44 1.13 1.9% 60.58
Range 1.21 1.57 0.36 29.8% 2.63
ATR 1.49 1.50 0.01 0.4% 0.00
Volume 12,358 12,931 573 4.6% 92,174
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.77 64.17 61.30
R3 63.20 62.60 60.87
R2 61.63 61.63 60.73
R1 61.03 61.03 60.58 61.33
PP 60.06 60.06 60.06 60.21
S1 59.46 59.46 60.30 59.76
S2 58.49 58.49 60.15
S3 56.92 57.89 60.01
S4 55.35 56.32 59.58
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.81 67.33 62.03
R3 66.18 64.70 61.30
R2 63.55 63.55 61.06
R1 62.07 62.07 60.82 61.50
PP 60.92 60.92 60.92 60.64
S1 59.44 59.44 60.34 58.87
S2 58.29 58.29 60.10
S3 55.66 56.81 59.86
S4 53.03 54.18 59.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.41 59.03 3.38 5.6% 1.31 2.2% 42% False False 14,434
10 62.68 59.03 3.65 6.0% 1.47 2.4% 39% False False 18,059
20 62.87 58.15 4.72 7.8% 1.44 2.4% 49% False False 18,868
40 65.03 57.68 7.35 12.2% 1.55 2.6% 38% False False 17,113
60 65.03 55.25 9.78 16.2% 1.50 2.5% 53% False False 15,354
80 65.03 51.33 13.70 22.7% 1.56 2.6% 66% False False 13,568
100 65.03 51.33 13.70 22.7% 1.54 2.5% 66% False False 12,170
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 67.32
2.618 64.76
1.618 63.19
1.000 62.22
0.618 61.62
HIGH 60.65
0.618 60.05
0.500 59.87
0.382 59.68
LOW 59.08
0.618 58.11
1.000 57.51
1.618 56.54
2.618 54.97
4.250 52.41
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 60.25 60.27
PP 60.06 60.11
S1 59.87 59.94

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

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