NYMEX Light Sweet Crude Oil Future November 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	59.28	60.08	0.80	1.3%	60.66
High	60.65	60.08	-0.57	-0.9%	62.41
Low	59.08	57.88	-1.20	-2.0%	59.78
Close	60.44	58.12	-2.32	-3.8%	60.58
Range	1.57	2.20	0.63	40.1%	2.63
ATR	1.50	1.57	0.08	5.1%	0.00
Volume	12,931	17,452	4,521	35.0%	92,174

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	65.29	63.91	59.33
R3	63.09	61.71	58.73
R2	60.89	60.89	58.52
R1	59.51	59.51	58.32	59.10
PP	58.69	58.69	58.69	58.49
S1	57.31	57.31	57.92	56.90
S2	56.49	56.49	57.72
S3	54.29	55.11	57.52
S4	52.09	52.91	56.91

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	61.32	57.88	3.44	5.9%	1.42	2.4%	7%	False	True	13,395
10	62.41	57.88	4.53	7.8%	1.47	2.5%	5%	False	True	18,330
20	62.87	57.88	4.99	8.6%	1.47	2.5%	5%	False	True	18,433
40	65.03	57.68	7.35	12.6%	1.56	2.7%	6%	False	False	17,305
60	65.03	55.25	9.78	16.8%	1.51	2.6%	29%	False	False	15,507
80	65.03	51.33	13.70	23.6%	1.57	2.7%	50%	False	False	13,687
100	65.03	51.33	13.70	23.6%	1.54	2.7%	50%	False	False	12,262

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	69.43
2.618	65.84
1.618	63.64
1.000	62.28
0.618	61.44
HIGH	60.08
0.618	59.24
0.500	58.98
0.382	58.72
LOW	57.88
0.618	56.52
1.000	55.68
1.618	54.32
2.618	52.12
4.250	48.53

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	58.98	59.27
PP	58.69	58.88
S1	58.41	58.50

Download as Excel Spreadsheet

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

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