NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 60.29 60.18 -0.11 -0.2% 60.05
High 60.64 61.58 0.94 1.6% 60.70
Low 59.33 60.09 0.76 1.3% 56.51
Close 60.20 61.26 1.06 1.8% 60.30
Range 1.31 1.49 0.18 13.7% 4.19
ATR 1.88 1.86 -0.03 -1.5% 0.00
Volume 292,189 344,508 52,319 17.9% 1,437,949
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.45 64.84 62.08
R3 63.96 63.35 61.67
R2 62.47 62.47 61.53
R1 61.86 61.86 61.40 62.17
PP 60.98 60.98 60.98 61.13
S1 60.37 60.37 61.12 60.68
S2 59.49 59.49 60.99
S3 58.00 58.88 60.85
S4 56.51 57.39 60.44
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.74 70.21 62.60
R3 67.55 66.02 61.45
R2 63.36 63.36 61.07
R1 61.83 61.83 60.68 62.60
PP 59.17 59.17 59.17 59.55
S1 57.64 57.64 59.92 58.41
S2 54.98 54.98 59.53
S3 50.79 53.45 59.15
S4 46.60 49.26 58.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.58 56.51 5.07 8.3% 1.79 2.9% 94% True False 348,903
10 61.58 56.51 5.07 8.3% 1.86 3.0% 94% True False 325,862
20 63.62 56.51 7.11 11.6% 1.86 3.0% 67% False False 252,276
40 63.62 52.89 10.73 17.5% 1.84 3.0% 78% False False 172,075
60 63.62 47.46 16.16 26.4% 1.95 3.2% 85% False False 130,107
80 63.62 47.46 16.16 26.4% 1.97 3.2% 85% False False 109,061
100 63.62 47.46 16.16 26.4% 2.11 3.4% 85% False False 91,758
120 65.00 47.46 17.54 28.6% 2.16 3.5% 79% False False 77,984
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 67.91
2.618 65.48
1.618 63.99
1.000 63.07
0.618 62.50
HIGH 61.58
0.618 61.01
0.500 60.84
0.382 60.66
LOW 60.09
0.618 59.17
1.000 58.60
1.618 57.68
2.618 56.19
4.250 53.76
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 61.12 60.72
PP 60.98 60.19
S1 60.84 59.65

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

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