NYMEX Light Sweet Crude Oil Future July 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 61.02 59.57 -1.45 -2.4% 60.05
High 61.43 59.94 -1.49 -2.4% 60.70
Low 59.34 57.83 -1.51 -2.5% 56.51
Close 59.64 58.00 -1.64 -2.7% 60.30
Range 2.09 2.11 0.02 1.0% 4.19
ATR 1.87 1.89 0.02 0.9% 0.00
Volume 371,298 363,345 -7,953 -2.1% 1,437,949
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.92 63.57 59.16
R3 62.81 61.46 58.58
R2 60.70 60.70 58.39
R1 59.35 59.35 58.19 58.97
PP 58.59 58.59 58.59 58.40
S1 57.24 57.24 57.81 56.86
S2 56.48 56.48 57.61
S3 54.37 55.13 57.42
S4 52.26 53.02 56.84
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 57.72 3.86 6.7% 2.00 3.4% 7% False False 364,712
10 61.58 56.51 5.07 8.7% 1.94 3.3% 29% False False 336,936
20 62.75 56.51 6.24 10.8% 1.86 3.2% 24% False False 278,938
40 63.62 52.98 10.64 18.3% 1.83 3.1% 47% False False 186,449
60 63.62 47.46 16.16 27.9% 1.97 3.4% 65% False False 140,692
80 63.62 47.46 16.16 27.9% 1.98 3.4% 65% False False 117,265
100 63.62 47.46 16.16 27.9% 2.12 3.6% 65% False False 98,799
120 63.62 47.46 16.16 27.9% 2.16 3.7% 65% False False 83,941
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.91
2.618 65.46
1.618 63.35
1.000 62.05
0.618 61.24
HIGH 59.94
0.618 59.13
0.500 58.89
0.382 58.64
LOW 57.83
0.618 56.53
1.000 55.72
1.618 54.42
2.618 52.31
4.250 48.86
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 58.89 59.71
PP 58.59 59.14
S1 58.30 58.57

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

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