NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 61.00 61.56 0.56 0.9% 60.63
High 62.22 61.91 -0.31 -0.5% 61.83
Low 60.88 60.65 -0.23 -0.4% 57.21
Close 61.82 61.22 -0.60 -1.0% 59.56
Range 1.34 1.26 -0.08 -6.0% 4.62
ATR 1.86 1.81 -0.04 -2.3% 0.00
Volume 188,782 150,616 -38,166 -20.2% 506,453
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.04 64.39 61.91
R3 63.78 63.13 61.57
R2 62.52 62.52 61.45
R1 61.87 61.87 61.34 61.57
PP 61.26 61.26 61.26 61.11
S1 60.61 60.61 61.10 60.31
S2 60.00 60.00 60.99
S3 58.74 59.35 60.87
S4 57.48 58.09 60.53
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 62.22 57.21 5.01 8.2% 1.72 2.8% 80% False False 146,656
10 62.22 57.21 5.01 8.2% 1.84 3.0% 80% False False 121,601
20 62.30 56.88 5.42 8.9% 1.78 2.9% 80% False False 88,793
40 64.12 56.88 7.24 11.8% 1.76 2.9% 60% False False 66,056
60 64.12 48.71 15.41 25.2% 1.88 3.1% 81% False False 53,498
80 64.12 48.71 15.41 25.2% 1.85 3.0% 81% False False 46,957
100 64.12 48.71 15.41 25.2% 1.95 3.2% 81% False False 41,018
120 64.12 48.71 15.41 25.2% 2.01 3.3% 81% False False 35,138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.27
2.618 65.21
1.618 63.95
1.000 63.17
0.618 62.69
HIGH 61.91
0.618 61.43
0.500 61.28
0.382 61.13
LOW 60.65
0.618 59.87
1.000 59.39
1.618 58.61
2.618 57.35
4.250 55.30
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 61.28 60.97
PP 61.26 60.71
S1 61.24 60.46

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

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