NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 59.51 60.55 1.04 1.7% 61.29
High 60.93 60.72 -0.21 -0.3% 62.42
Low 58.55 59.64 1.09 1.9% 58.55
Close 60.86 59.93 -0.93 -1.5% 60.86
Range 2.38 1.08 -1.30 -54.6% 3.87
ATR 1.75 1.71 -0.04 -2.2% 0.00
Volume 54,035 74,114 20,079 37.2% 294,444
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.34 62.71 60.52
R3 62.26 61.63 60.23
R2 61.18 61.18 60.13
R1 60.55 60.55 60.03 60.33
PP 60.10 60.10 60.10 59.98
S1 59.47 59.47 59.83 59.25
S2 59.02 59.02 59.73
S3 57.94 58.39 59.63
S4 56.86 57.31 59.34
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.22 70.41 62.99
R3 68.35 66.54 61.92
R2 64.48 64.48 61.57
R1 62.67 62.67 61.21 61.64
PP 60.61 60.61 60.61 60.10
S1 58.80 58.80 60.51 57.77
S2 56.74 56.74 60.15
S3 52.87 54.93 59.80
S4 49.00 51.06 58.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.42 58.55 3.87 6.5% 1.68 2.8% 36% False False 59,622
10 62.42 58.00 4.42 7.4% 1.80 3.0% 44% False False 57,208
20 64.39 58.00 6.39 10.7% 1.65 2.8% 30% False False 50,871
40 65.38 57.30 8.08 13.5% 1.64 2.7% 33% False False 54,105
60 65.38 51.95 13.43 22.4% 1.78 3.0% 59% False False 51,338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 65.31
2.618 63.55
1.618 62.47
1.000 61.80
0.618 61.39
HIGH 60.72
0.618 60.31
0.500 60.18
0.382 60.05
LOW 59.64
0.618 58.97
1.000 58.56
1.618 57.89
2.618 56.81
4.250 55.05
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 60.18 59.91
PP 60.10 59.89
S1 60.01 59.87

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

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