NYMEX Light Sweet Crude Oil Future November 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 60.12 59.69 -0.43 -0.7% 60.78
High 60.38 61.80 1.42 2.4% 62.21
Low 59.27 59.58 0.31 0.5% 58.15
Close 59.55 61.49 1.94 3.3% 60.48
Range 1.11 2.22 1.11 100.0% 4.06
ATR 1.67 1.71 0.04 2.5% 0.00
Volume 31,493 13,998 -17,495 -55.6% 118,324
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.62 66.77 62.71
R3 65.40 64.55 62.10
R2 63.18 63.18 61.90
R1 62.33 62.33 61.69 62.76
PP 60.96 60.96 60.96 61.17
S1 60.11 60.11 61.29 60.54
S2 58.74 58.74 61.08
S3 56.52 57.89 60.88
S4 54.30 55.67 60.27
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.46 70.53 62.71
R3 68.40 66.47 61.60
R2 64.34 64.34 61.22
R1 62.41 62.41 60.85 61.35
PP 60.28 60.28 60.28 59.75
S1 58.35 58.35 60.11 57.29
S2 56.22 56.22 59.74
S3 52.16 54.29 59.36
S4 48.10 50.23 58.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.92 58.15 3.77 6.1% 1.82 3.0% 89% False False 22,271
10 62.21 57.68 4.53 7.4% 1.74 2.8% 84% False False 21,591
20 64.04 57.68 6.36 10.3% 1.68 2.7% 60% False False 17,050
40 65.03 57.60 7.43 12.1% 1.58 2.6% 52% False False 14,935
60 65.03 51.33 13.70 22.3% 1.63 2.7% 74% False False 12,887
80 65.03 51.33 13.70 22.3% 1.57 2.5% 74% False False 11,514
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.24
2.618 67.61
1.618 65.39
1.000 64.02
0.618 63.17
HIGH 61.80
0.618 60.95
0.500 60.69
0.382 60.43
LOW 59.58
0.618 58.21
1.000 57.36
1.618 55.99
2.618 53.77
4.250 50.15
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 61.22 60.99
PP 60.96 60.48
S1 60.69 59.98

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

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