NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 61.66 60.62 -1.04 -1.7% 61.07
High 61.92 60.79 -1.13 -1.8% 61.40
Low 60.39 58.98 -1.41 -2.3% 57.68
Close 60.59 59.17 -1.42 -2.3% 61.23
Range 1.53 1.81 0.28 18.3% 3.72
ATR 1.64 1.65 0.01 0.8% 0.00
Volume 26,169 21,024 -5,145 -19.7% 63,345
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.08 63.93 60.17
R3 63.27 62.12 59.67
R2 61.46 61.46 59.50
R1 60.31 60.31 59.34 59.98
PP 59.65 59.65 59.65 59.48
S1 58.50 58.50 59.00 58.17
S2 57.84 57.84 58.84
S3 56.03 56.69 58.67
S4 54.22 54.88 58.17
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.26 69.97 63.28
R3 67.54 66.25 62.25
R2 63.82 63.82 61.91
R1 62.53 62.53 61.57 63.18
PP 60.10 60.10 60.10 60.43
S1 58.81 58.81 60.89 59.46
S2 56.38 56.38 60.55
S3 52.66 55.09 60.21
S4 48.94 51.37 59.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.21 58.70 3.51 5.9% 1.72 2.9% 13% False False 23,766
10 62.21 57.68 4.53 7.7% 1.72 2.9% 33% False False 19,845
20 64.04 57.68 6.36 10.7% 1.64 2.8% 23% False False 16,462
40 65.03 55.46 9.57 16.2% 1.53 2.6% 39% False False 14,184
60 65.03 51.33 13.70 23.2% 1.61 2.7% 57% False False 12,320
80 65.03 51.33 13.70 23.2% 1.56 2.6% 57% False False 10,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.48
2.618 65.53
1.618 63.72
1.000 62.60
0.618 61.91
HIGH 60.79
0.618 60.10
0.500 59.89
0.382 59.67
LOW 58.98
0.618 57.86
1.000 57.17
1.618 56.05
2.618 54.24
4.250 51.29
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 59.89 60.60
PP 59.65 60.12
S1 59.41 59.65

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

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