NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 60.58 61.44 0.86 1.4% 60.75
High 61.95 61.75 -0.20 -0.3% 61.10
Low 60.47 59.91 -0.56 -0.9% 57.09
Close 61.68 60.14 -1.54 -2.5% 60.79
Range 1.48 1.84 0.36 24.3% 4.01
ATR 1.76 1.77 0.01 0.3% 0.00
Volume 54,401 57,780 3,379 6.2% 183,507
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.12 64.97 61.15
R3 64.28 63.13 60.65
R2 62.44 62.44 60.48
R1 61.29 61.29 60.31 60.95
PP 60.60 60.60 60.60 60.43
S1 59.45 59.45 59.97 59.11
S2 58.76 58.76 59.80
S3 56.92 57.61 59.63
S4 55.08 55.77 59.13
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.69 70.25 63.00
R3 67.68 66.24 61.89
R2 63.67 63.67 61.53
R1 62.23 62.23 61.16 62.95
PP 59.66 59.66 59.66 60.02
S1 58.22 58.22 60.42 58.94
S2 55.65 55.65 60.05
S3 51.64 54.21 59.69
S4 47.63 50.20 58.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.95 57.09 4.86 8.1% 1.78 3.0% 63% False False 58,084
10 61.95 57.09 4.86 8.1% 1.74 2.9% 63% False False 47,826
20 64.45 57.09 7.36 12.2% 1.77 2.9% 41% False False 43,688
40 64.45 54.17 10.28 17.1% 1.72 2.9% 58% False False 43,475
60 64.45 49.69 14.76 24.5% 1.85 3.1% 71% False False 38,788
80 64.45 49.69 14.76 24.5% 1.83 3.0% 71% False False 36,995
100 64.45 49.69 14.76 24.5% 1.94 3.2% 71% False False 34,165
120 64.74 49.69 15.05 25.0% 1.99 3.3% 69% False False 30,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.57
2.618 66.57
1.618 64.73
1.000 63.59
0.618 62.89
HIGH 61.75
0.618 61.05
0.500 60.83
0.382 60.61
LOW 59.91
0.618 58.77
1.000 58.07
1.618 56.93
2.618 55.09
4.250 52.09
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 60.83 60.88
PP 60.60 60.63
S1 60.37 60.39

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

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