NYMEX Light Sweet Crude Oil Future December 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 59.60 60.26 0.66 1.1% 60.95
High 61.00 60.26 -0.74 -1.2% 62.80
Low 59.32 58.30 -1.02 -1.7% 60.05
Close 60.78 58.55 -2.23 -3.7% 60.94
Range 1.68 1.96 0.28 16.7% 2.75
ATR 1.53 1.60 0.07 4.4% 0.00
Volume 30,918 51,333 20,415 66.0% 216,667
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 64.92 63.69 59.63
R3 62.96 61.73 59.09
R2 61.00 61.00 58.91
R1 59.77 59.77 58.73 59.41
PP 59.04 59.04 59.04 58.85
S1 57.81 57.81 58.37 57.45
S2 57.08 57.08 58.19
S3 55.12 55.85 58.01
S4 53.16 53.89 57.47
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 61.70 58.30 3.40 5.8% 1.42 2.4% 7% False True 39,117
10 62.80 58.30 4.50 7.7% 1.50 2.6% 6% False True 44,421
20 63.12 58.30 4.82 8.2% 1.49 2.5% 5% False True 46,118
40 65.38 58.00 7.38 12.6% 1.59 2.7% 7% False False 49,049
60 65.38 55.75 9.63 16.4% 1.59 2.7% 29% False False 51,826
80 65.38 51.95 13.43 22.9% 1.70 2.9% 49% False False 49,350
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 0.33
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 68.59
2.618 65.39
1.618 63.43
1.000 62.22
0.618 61.47
HIGH 60.26
0.618 59.51
0.500 59.28
0.382 59.05
LOW 58.30
0.618 57.09
1.000 56.34
1.618 55.13
2.618 53.17
4.250 49.97
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 59.28 59.65
PP 59.04 59.28
S1 58.79 58.92

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

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