NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 58.50 56.85 -1.65 -2.8% 60.10
High 59.42 56.92 -2.50 -4.2% 61.00
Low 57.98 53.87 -4.11 -7.1% 57.98
Close 58.45 54.00 -4.45 -7.6% 58.45
Range 1.44 3.05 1.61 111.8% 3.02
ATR 1.59 1.80 0.21 13.4% 0.00
Volume 79,910 58,297 -21,613 -27.0% 193,756
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 64.08 62.09 55.68
R3 61.03 59.04 54.84
R2 57.98 57.98 54.56
R1 55.99 55.99 54.28 55.46
PP 54.93 54.93 54.93 54.67
S1 52.94 52.94 53.72 52.41
S2 51.88 51.88 53.44
S3 48.83 49.89 53.16
S4 45.78 46.84 52.32
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.20 66.35 60.11
R3 65.18 63.33 59.28
R2 62.16 62.16 59.00
R1 60.31 60.31 58.73 59.73
PP 59.14 59.14 59.14 58.85
S1 57.29 57.29 58.17 56.71
S2 56.12 56.12 57.90
S3 53.10 54.27 57.62
S4 50.08 51.25 56.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.00 53.87 7.13 13.2% 1.86 3.5% 2% False True 50,410
10 62.80 53.87 8.93 16.5% 1.63 3.0% 1% False True 46,872
20 63.12 53.87 9.25 17.1% 1.50 2.8% 1% False True 47,618
40 64.39 53.87 10.52 19.5% 1.59 2.9% 1% False True 48,719
60 65.38 53.87 11.51 21.3% 1.60 3.0% 1% False True 51,606
80 65.38 51.95 13.43 24.9% 1.72 3.2% 15% False False 50,148
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 0.32
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 69.88
2.618 64.90
1.618 61.85
1.000 59.97
0.618 58.80
HIGH 56.92
0.618 55.75
0.500 55.40
0.382 55.04
LOW 53.87
0.618 51.99
1.000 50.82
1.618 48.94
2.618 45.89
4.250 40.91
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 55.40 57.07
PP 54.93 56.04
S1 54.47 55.02

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

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