NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 59.11 61.30 2.19 3.7% 60.52
High 61.38 62.51 1.13 1.8% 61.95
Low 59.03 61.17 2.14 3.6% 57.54
Close 60.98 62.17 1.19 2.0% 59.89
Range 2.35 1.34 -1.01 -43.0% 4.41
ATR 1.83 1.80 -0.02 -1.2% 0.00
Volume 73,008 84,094 11,086 15.2% 314,390
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.97 65.41 62.91
R3 64.63 64.07 62.54
R2 63.29 63.29 62.42
R1 62.73 62.73 62.29 63.01
PP 61.95 61.95 61.95 62.09
S1 61.39 61.39 62.05 61.67
S2 60.61 60.61 61.92
S3 59.27 60.05 61.80
S4 57.93 58.71 61.43
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.02 70.87 62.32
R3 68.61 66.46 61.10
R2 64.20 64.20 60.70
R1 62.05 62.05 60.29 60.92
PP 59.79 59.79 59.79 59.23
S1 57.64 57.64 59.49 56.51
S2 55.38 55.38 59.08
S3 50.97 53.23 58.68
S4 46.56 48.82 57.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.51 57.54 4.97 8.0% 1.83 2.9% 93% True False 77,381
10 62.51 57.09 5.42 8.7% 1.81 2.9% 94% True False 67,733
20 63.49 57.09 6.40 10.3% 1.76 2.8% 79% False False 51,972
40 64.45 57.09 7.36 11.8% 1.75 2.8% 69% False False 47,374
60 64.45 49.69 14.76 23.7% 1.85 3.0% 85% False False 42,892
80 64.45 49.69 14.76 23.7% 1.82 2.9% 85% False False 39,909
100 64.45 49.69 14.76 23.7% 1.90 3.1% 85% False False 37,174
120 64.45 49.69 14.76 23.7% 1.97 3.2% 85% False False 32,858
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.21
2.618 66.02
1.618 64.68
1.000 63.85
0.618 63.34
HIGH 62.51
0.618 62.00
0.500 61.84
0.382 61.68
LOW 61.17
0.618 60.34
1.000 59.83
1.618 59.00
2.618 57.66
4.250 55.48
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 62.06 61.65
PP 61.95 61.13
S1 61.84 60.61

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

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