NYMEX Light Sweet Crude Oil Future July 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 60.18 61.02 0.84 1.4% 60.05
High 61.58 61.43 -0.15 -0.2% 60.70
Low 60.09 59.34 -0.75 -1.2% 56.51
Close 61.26 59.64 -1.62 -2.6% 60.30
Range 1.49 2.09 0.60 40.3% 4.19
ATR 1.86 1.87 0.02 0.9% 0.00
Volume 344,508 371,298 26,790 7.8% 1,437,949
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.41 65.11 60.79
R3 64.32 63.02 60.21
R2 62.23 62.23 60.02
R1 60.93 60.93 59.83 60.54
PP 60.14 60.14 60.14 59.94
S1 58.84 58.84 59.45 58.45
S2 58.05 58.05 59.26
S3 55.96 56.75 59.07
S4 53.87 54.66 58.49
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 8.5% 1.89 3.2% 62% False False 360,179
10 61.58 56.51 5.07 8.5% 1.82 3.1% 62% False False 329,314
20 63.62 56.51 7.11 11.9% 1.85 3.1% 44% False False 268,222
40 63.62 52.89 10.73 18.0% 1.83 3.1% 63% False False 180,296
60 63.62 47.46 16.16 27.1% 1.96 3.3% 75% False False 135,567
80 63.62 47.46 16.16 27.1% 1.97 3.3% 75% False False 113,205
100 63.62 47.46 16.16 27.1% 2.11 3.5% 75% False False 95,309
120 64.44 47.46 16.98 28.5% 2.16 3.6% 72% False False 80,991
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.31
2.618 66.90
1.618 64.81
1.000 63.52
0.618 62.72
HIGH 61.43
0.618 60.63
0.500 60.39
0.382 60.14
LOW 59.34
0.618 58.05
1.000 57.25
1.618 55.96
2.618 53.87
4.250 50.46
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 60.39 60.46
PP 60.14 60.18
S1 59.89 59.91

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

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