NYMEX Light Sweet Crude Oil Future January 2016

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	58.95	56.88	-2.07	-3.5%	60.51
High	59.75	58.67	-1.08	-1.8%	61.26
Low	58.44	54.28	-4.16	-7.1%	58.44
Close	58.83	54.41	-4.42	-7.5%	58.83
Range	1.31	4.39	3.08	235.1%	2.82
ATR	1.44	1.66	0.22	15.5%	0.00
Volume	13,492	20,217	6,725	49.8%	45,376

Daily Pivots for day following 06-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.96	66.07	56.82
R3	64.57	61.68	55.62
R2	60.18	60.18	55.21
R1	57.29	57.29	54.81	56.54
PP	55.79	55.79	55.79	55.41
S1	52.90	52.90	54.01	52.15
S2	51.40	51.40	53.61
S3	47.01	48.51	53.20
S4	42.62	44.12	52.00

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.97	66.22	60.38
R3	65.15	63.40	59.61
R2	62.33	62.33	59.35
R1	60.58	60.58	59.09	60.05
PP	59.51	59.51	59.51	59.24
S1	57.76	57.76	58.57	57.23
S2	56.69	56.69	58.31
S3	53.87	54.94	58.05
S4	51.05	52.12	57.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	61.26	54.28	6.98	12.8%	2.00	3.7%	2%	False	True	13,118
10	62.97	54.28	8.69	16.0%	1.60	2.9%	1%	False	True	11,256
20	63.32	54.28	9.04	16.6%	1.40	2.6%	1%	False	True	9,763

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	0.34
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	77.33
2.618	70.16
1.618	65.77
1.000	63.06
0.618	61.38
HIGH	58.67
0.618	56.99
0.500	56.48
0.382	55.96
LOW	54.28
0.618	51.57
1.000	49.89
1.618	47.18
2.618	42.79
4.250	35.62

Fisher Pivots for day following 06-Jul-2015
Pivot	1 day	3 day
R1	56.48	57.37
PP	55.79	56.38
S1	55.10	55.40

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols