NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 58.19 60.63 2.44 4.2% 60.34
High 60.97 60.91 -0.06 -0.1% 60.97
Low 58.04 59.62 1.58 2.7% 56.88
Close 60.60 60.48 -0.12 -0.2% 60.60
Range 2.93 1.29 -1.64 -56.0% 4.09
ATR 1.87 1.83 -0.04 -2.2% 0.00
Volume 84,014 127,479 43,465 51.7% 278,587
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.21 63.63 61.19
R3 62.92 62.34 60.83
R2 61.63 61.63 60.72
R1 61.05 61.05 60.60 60.70
PP 60.34 60.34 60.34 60.16
S1 59.76 59.76 60.36 59.41
S2 59.05 59.05 60.24
S3 57.76 58.47 60.13
S4 56.47 57.18 59.77
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.75 70.27 62.85
R3 67.66 66.18 61.72
R2 63.57 63.57 61.35
R1 62.09 62.09 60.97 62.83
PP 59.48 59.48 59.48 59.86
S1 58.00 58.00 60.23 58.74
S2 55.39 55.39 59.85
S3 51.30 53.91 59.48
S4 47.21 49.82 58.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.97 56.88 4.09 6.8% 1.96 3.2% 88% False False 81,213
10 62.11 56.88 5.23 8.6% 1.85 3.1% 69% False False 67,988
20 64.12 56.88 7.24 12.0% 1.80 3.0% 50% False False 55,178
40 64.12 52.89 11.23 18.6% 1.80 3.0% 68% False False 47,982
60 64.12 48.71 15.41 25.5% 1.88 3.1% 76% False False 40,212
80 64.12 48.71 15.41 25.5% 1.92 3.2% 76% False False 36,553
100 64.12 48.71 15.41 25.5% 1.99 3.3% 76% False False 31,639
120 66.34 48.71 17.63 29.2% 2.05 3.4% 67% False False 27,093
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 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.39
2.618 64.29
1.618 63.00
1.000 62.20
0.618 61.71
HIGH 60.91
0.618 60.42
0.500 60.27
0.382 60.11
LOW 59.62
0.618 58.82
1.000 58.33
1.618 57.53
2.618 56.24
4.250 54.14
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 60.41 59.96
PP 60.34 59.44
S1 60.27 58.93

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

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