NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 60.93 60.10 -0.83 -1.4% 60.95
High 61.20 60.60 -0.60 -1.0% 62.80
Low 60.05 59.41 -0.64 -1.1% 60.05
Close 60.94 59.68 -1.26 -2.1% 60.94
Range 1.15 1.19 0.04 3.5% 2.75
ATR 1.52 1.52 0.00 0.0% 0.00
Volume 30,474 31,595 1,121 3.7% 216,667
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.47 62.76 60.33
R3 62.28 61.57 60.01
R2 61.09 61.09 59.90
R1 60.38 60.38 59.79 60.14
PP 59.90 59.90 59.90 59.78
S1 59.19 59.19 59.57 58.95
S2 58.71 58.71 59.46
S3 57.52 58.00 59.35
S4 56.33 56.81 59.03
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 59.41 3.39 5.7% 1.37 2.3% 8% False True 42,950
10 62.98 59.41 3.57 6.0% 1.45 2.4% 8% False True 44,022
20 63.12 58.55 4.57 7.7% 1.46 2.4% 25% False False 47,795
40 65.38 58.00 7.38 12.4% 1.57 2.6% 23% False False 48,809
60 65.38 55.49 9.89 16.6% 1.60 2.7% 42% False False 52,087
80 65.38 51.95 13.43 22.5% 1.69 2.8% 58% False False 49,464
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.66
2.618 63.72
1.618 62.53
1.000 61.79
0.618 61.34
HIGH 60.60
0.618 60.15
0.500 60.01
0.382 59.86
LOW 59.41
0.618 58.67
1.000 58.22
1.618 57.48
2.618 56.29
4.250 54.35
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 60.01 60.56
PP 59.90 60.26
S1 59.79 59.97

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

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