NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 58.29 59.25 0.96 1.6% 60.63
High 59.65 59.52 -0.13 -0.2% 61.83
Low 57.21 58.32 1.11 1.9% 57.21
Close 59.56 58.61 -0.95 -1.6% 59.56
Range 2.44 1.20 -1.24 -50.8% 4.62
ATR 1.88 1.83 -0.05 -2.4% 0.00
Volume 107,734 143,414 35,680 33.1% 506,453
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.42 61.71 59.27
R3 61.22 60.51 58.94
R2 60.02 60.02 58.83
R1 59.31 59.31 58.72 59.07
PP 58.82 58.82 58.82 58.69
S1 58.11 58.11 58.50 57.87
S2 57.62 57.62 58.39
S3 56.42 56.91 58.28
S4 55.22 55.71 57.95
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 7.9% 1.83 3.1% 30% False False 104,477
10 61.83 56.88 4.95 8.4% 1.90 3.2% 35% False False 92,845
20 63.16 56.88 6.28 10.7% 1.76 3.0% 28% False False 70,877
40 64.12 55.24 8.88 15.2% 1.77 3.0% 38% False False 56,673
60 64.12 48.71 15.41 26.3% 1.90 3.2% 64% False False 46,655
80 64.12 48.71 15.41 26.3% 1.87 3.2% 64% False False 41,773
100 64.12 48.71 15.41 26.3% 2.00 3.4% 64% False False 36,477
120 64.12 48.71 15.41 26.3% 2.05 3.5% 64% False False 31,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 64.62
2.618 62.66
1.618 61.46
1.000 60.72
0.618 60.26
HIGH 59.52
0.618 59.06
0.500 58.92
0.382 58.78
LOW 58.32
0.618 57.58
1.000 57.12
1.618 56.38
2.618 55.18
4.250 53.22
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 58.92 58.72
PP 58.82 58.68
S1 58.71 58.65

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

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