NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 59.57 57.99 -1.58 -2.7% 60.29
High 59.94 59.23 -0.71 -1.2% 61.58
Low 57.83 56.83 -1.00 -1.7% 56.83
Close 58.00 59.13 1.13 1.9% 59.13
Range 2.11 2.40 0.29 13.7% 4.75
ATR 1.89 1.93 0.04 1.9% 0.00
Volume 363,345 461,016 97,671 26.9% 1,832,356
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.60 64.76 60.45
R3 63.20 62.36 59.79
R2 60.80 60.80 59.57
R1 59.96 59.96 59.35 60.38
PP 58.40 58.40 58.40 58.61
S1 57.56 57.56 58.91 57.98
S2 56.00 56.00 58.69
S3 53.60 55.16 58.47
S4 51.20 52.76 57.81
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.43 71.03 61.74
R3 68.68 66.28 60.44
R2 63.93 63.93 60.00
R1 61.53 61.53 59.57 60.36
PP 59.18 59.18 59.18 58.59
S1 56.78 56.78 58.69 55.61
S2 54.43 54.43 58.26
S3 49.68 52.03 57.82
S4 44.93 47.28 56.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.58 56.83 4.75 8.0% 1.88 3.2% 48% False True 366,471
10 61.58 56.51 5.07 8.6% 1.95 3.3% 52% False False 350,061
20 62.75 56.51 6.24 10.6% 1.84 3.1% 42% False False 294,276
40 63.62 52.98 10.64 18.0% 1.85 3.1% 58% False False 195,574
60 63.62 47.46 16.16 27.3% 1.99 3.4% 72% False False 147,684
80 63.62 47.46 16.16 27.3% 1.98 3.3% 72% False False 122,480
100 63.62 47.46 16.16 27.3% 2.12 3.6% 72% False False 103,289
120 63.62 47.46 16.16 27.3% 2.17 3.7% 72% False False 87,714
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 69.43
2.618 65.51
1.618 63.11
1.000 61.63
0.618 60.71
HIGH 59.23
0.618 58.31
0.500 58.03
0.382 57.75
LOW 56.83
0.618 55.35
1.000 54.43
1.618 52.95
2.618 50.55
4.250 46.63
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 58.76 59.13
PP 58.40 59.13
S1 58.03 59.13

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.