NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 05-Jun-2015

Day Change Summary
	Previous	Current
	04-Jun-2015	05-Jun-2015	Change	Change %	Previous Week
Open	60.94	59.73	-1.21	-2.0%	61.47
High	60.94	61.22	0.28	0.5%	62.57
Low	59.65	59.00	-0.65	-1.1%	59.00
Close	59.86	61.19	1.33	2.2%	61.19
Range	1.29	2.22	0.93	72.1%	3.57
ATR	1.48	1.53	0.05	3.6%	0.00
Volume	6,224	11,122	4,898	78.7%	49,076

Daily Pivots for day following 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.13	66.38	62.41
R3	64.91	64.16	61.80
R2	62.69	62.69	61.60
R1	61.94	61.94	61.39	62.32
PP	60.47	60.47	60.47	60.66
S1	59.72	59.72	60.99	60.10
S2	58.25	58.25	60.78
S3	56.03	57.50	60.58
S4	53.81	55.28	59.97

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.63	69.98	63.15
R3	68.06	66.41	62.17
R2	64.49	64.49	61.84
R1	62.84	62.84	61.52	61.88
PP	60.92	60.92	60.92	60.44
S1	59.27	59.27	60.86	58.31
S2	57.35	57.35	60.54
S3	53.78	55.70	60.21
S4	50.21	52.13	59.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.57	59.00	3.57	5.8%	1.48	2.4%	61%	False	True	9,815
10	62.57	58.48	4.09	6.7%	1.60	2.6%	66%	False	False	9,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	70.66
2.618	67.03
1.618	64.81
1.000	63.44
0.618	62.59
HIGH	61.22
0.618	60.37
0.500	60.11
0.382	59.85
LOW	59.00
0.618	57.63
1.000	56.78
1.618	55.41
2.618	53.19
4.250	49.57

Fisher Pivots for day following 05-Jun-2015
Pivot	1 day	3 day
R1	60.83	61.04
PP	60.47	60.90
S1	60.11	60.75

Download as Excel Spreadsheet

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

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