NYMEX Light Sweet Crude Oil Future December 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 61.46 60.93 -0.53 -0.9% 60.95
High 61.70 61.20 -0.50 -0.8% 62.80
Low 60.60 60.05 -0.55 -0.9% 60.05
Close 60.91 60.94 0.03 0.0% 60.94
Range 1.10 1.15 0.05 4.5% 2.75
ATR 1.55 1.52 -0.03 -1.9% 0.00
Volume 51,265 30,474 -20,791 -40.6% 216,667
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.18 63.71 61.57
R3 63.03 62.56 61.26
R2 61.88 61.88 61.15
R1 61.41 61.41 61.05 61.65
PP 60.73 60.73 60.73 60.85
S1 60.26 60.26 60.83 60.50
S2 59.58 59.58 60.73
S3 58.43 59.11 60.62
S4 57.28 57.96 60.31
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 69.51 67.98 62.45
R3 66.76 65.23 61.70
R2 64.01 64.01 61.44
R1 62.48 62.48 61.19 61.87
PP 61.26 61.26 61.26 60.96
S1 59.73 59.73 60.69 59.12
S2 58.51 58.51 60.44
S3 55.76 56.98 60.18
S4 53.01 54.23 59.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.80 60.05 2.75 4.5% 1.39 2.3% 32% False True 43,333
10 62.98 60.05 2.93 4.8% 1.44 2.4% 30% False True 44,436
20 63.12 58.55 4.57 7.5% 1.46 2.4% 52% False False 49,737
40 65.38 58.00 7.38 12.1% 1.57 2.6% 40% False False 49,704
60 65.38 54.54 10.84 17.8% 1.61 2.6% 59% False False 52,481
80 65.38 51.95 13.43 22.0% 1.69 2.8% 67% False False 49,925
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.09
2.618 64.21
1.618 63.06
1.000 62.35
0.618 61.91
HIGH 61.20
0.618 60.76
0.500 60.63
0.382 60.49
LOW 60.05
0.618 59.34
1.000 58.90
1.618 58.19
2.618 57.04
4.250 55.16
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 60.84 61.43
PP 60.73 61.26
S1 60.63 61.10

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

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