NYMEX Light Sweet Crude Oil Future August 2015


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 59.81 58.29 -1.52 -2.5% 60.63
High 60.22 59.65 -0.57 -0.9% 61.83
Low 58.19 57.21 -0.98 -1.7% 57.21
Close 58.34 59.56 1.22 2.1% 59.56
Range 2.03 2.44 0.41 20.2% 4.62
ATR 1.83 1.88 0.04 2.4% 0.00
Volume 104,496 107,734 3,238 3.1% 506,453
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.13 65.28 60.90
R3 63.69 62.84 60.23
R2 61.25 61.25 60.01
R1 60.40 60.40 59.78 60.83
PP 58.81 58.81 58.81 59.02
S1 57.96 57.96 59.34 58.39
S2 56.37 56.37 59.11
S3 53.93 55.52 58.89
S4 51.49 53.08 58.22
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.39 71.10 62.10
R3 68.77 66.48 60.83
R2 64.15 64.15 60.41
R1 61.86 61.86 59.98 60.70
PP 59.53 59.53 59.53 58.95
S1 57.24 57.24 59.14 56.08
S2 54.91 54.91 58.71
S3 50.29 52.62 58.29
S4 45.67 48.00 57.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.83 57.21 4.62 7.8% 1.85 3.1% 51% False True 101,290
10 61.83 56.88 4.95 8.3% 1.92 3.2% 54% False False 87,344
20 63.16 56.88 6.28 10.5% 1.79 3.0% 43% False False 66,137
40 64.12 53.75 10.37 17.4% 1.79 3.0% 56% False False 53,883
60 64.12 48.71 15.41 25.9% 1.91 3.2% 70% False False 44,754
80 64.12 48.71 15.41 25.9% 1.89 3.2% 70% False False 40,182
100 64.12 48.71 15.41 25.9% 2.00 3.4% 70% False False 35,098
120 64.12 48.71 15.41 25.9% 2.05 3.4% 70% False False 30,088
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.02
2.618 66.04
1.618 63.60
1.000 62.09
0.618 61.16
HIGH 59.65
0.618 58.72
0.500 58.43
0.382 58.14
LOW 57.21
0.618 55.70
1.000 54.77
1.618 53.26
2.618 50.82
4.250 46.84
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 59.18 59.52
PP 58.81 59.48
S1 58.43 59.45

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

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