NYMEX Light Sweet Crude Oil Future October 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	58.77	59.62	0.85	1.4%	60.77
High	60.21	60.03	-0.18	-0.3%	62.04
Low	57.80	58.92	1.12	1.9%	57.80
Close	60.13	59.20	-0.93	-1.5%	60.13
Range	2.41	1.11	-1.30	-53.9%	4.24
ATR	1.76	1.72	-0.04	-2.2%	0.00
Volume	31,924	38,814	6,890	21.6%	155,694

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.71	62.07	59.81
R3	61.60	60.96	59.51
R2	60.49	60.49	59.40
R1	59.85	59.85	59.30	59.62
PP	59.38	59.38	59.38	59.27
S1	58.74	58.74	59.10	58.51
S2	58.27	58.27	59.00
S3	57.16	57.63	58.89
S4	56.05	56.52	58.59

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.71	70.66	62.46
R3	68.47	66.42	61.30
R2	64.23	64.23	60.91
R1	62.18	62.18	60.52	61.09
PP	59.99	59.99	59.99	59.44
S1	57.94	57.94	59.74	56.85
S2	55.75	55.75	59.35
S3	51.51	53.70	58.96
S4	47.27	49.46	57.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.04	57.80	4.24	7.2%	1.73	2.9%	33%	False	False	33,439
10	62.04	57.32	4.72	8.0%	1.82	3.1%	40%	False	False	29,459
20	63.75	57.32	6.43	10.9%	1.66	2.8%	29%	False	False	24,603
40	64.74	56.29	8.45	14.3%	1.64	2.8%	34%	False	False	22,068
60	64.74	50.54	14.20	24.0%	1.71	2.9%	61%	False	False	19,229
80	64.74	50.54	14.20	24.0%	1.67	2.8%	61%	False	False	17,333
100	64.74	50.54	14.20	24.0%	1.77	3.0%	61%	False	False	15,473

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	0.39
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	64.75
2.618	62.94
1.618	61.83
1.000	61.14
0.618	60.72
HIGH	60.03
0.618	59.61
0.500	59.48
0.382	59.34
LOW	58.92
0.618	58.23
1.000	57.81
1.618	57.12
2.618	56.01
4.250	54.20

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	59.48	59.19
PP	59.38	59.17
S1	59.29	59.16

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