NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 59.62 59.36 -0.26 -0.4% 60.77
High 60.03 61.49 1.46 2.4% 62.04
Low 58.92 59.26 0.34 0.6% 57.80
Close 59.20 61.20 2.00 3.4% 60.13
Range 1.11 2.23 1.12 100.9% 4.24
ATR 1.72 1.77 0.04 2.3% 0.00
Volume 38,814 22,971 -15,843 -40.8% 155,694
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.34 66.50 62.43
R3 65.11 64.27 61.81
R2 62.88 62.88 61.61
R1 62.04 62.04 61.40 62.46
PP 60.65 60.65 60.65 60.86
S1 59.81 59.81 61.00 60.23
S2 58.42 58.42 60.79
S3 56.19 57.58 60.59
S4 53.96 55.35 59.97
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 61.86 57.80 4.06 6.6% 1.88 3.1% 84% False False 31,529
10 62.04 57.32 4.72 7.7% 1.80 2.9% 82% False False 29,886
20 63.75 57.32 6.43 10.5% 1.73 2.8% 60% False False 24,568
40 64.74 56.89 7.85 12.8% 1.67 2.7% 55% False False 22,286
60 64.74 50.54 14.20 23.2% 1.71 2.8% 75% False False 19,391
80 64.74 50.54 14.20 23.2% 1.67 2.7% 75% False False 17,502
100 64.74 50.54 14.20 23.2% 1.77 2.9% 75% False False 15,656
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.97
2.618 67.33
1.618 65.10
1.000 63.72
0.618 62.87
HIGH 61.49
0.618 60.64
0.500 60.38
0.382 60.11
LOW 59.26
0.618 57.88
1.000 57.03
1.618 55.65
2.618 53.42
4.250 49.78
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 60.93 60.68
PP 60.65 60.16
S1 60.38 59.65

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

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