NYMEX Light Sweet Crude Oil Future September 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 58.61 59.59 0.98 1.7% 60.52
High 59.98 59.80 -0.18 -0.3% 61.95
Low 57.54 58.70 1.16 2.0% 57.54
Close 59.89 58.97 -0.92 -1.5% 59.89
Range 2.44 1.10 -1.34 -54.9% 4.41
ATR 1.83 1.78 -0.05 -2.5% 0.00
Volume 72,853 88,800 15,947 21.9% 314,390
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.46 61.81 59.58
R3 61.36 60.71 59.27
R2 60.26 60.26 59.17
R1 59.61 59.61 59.07 59.39
PP 59.16 59.16 59.16 59.04
S1 58.51 58.51 58.87 58.29
S2 58.06 58.06 58.77
S3 56.96 57.41 58.67
S4 55.86 56.31 58.37
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 73.02 70.87 62.32
R3 68.61 66.46 61.10
R2 64.20 64.20 60.70
R1 62.05 62.05 60.29 60.92
PP 59.79 59.79 59.79 59.23
S1 57.64 57.64 59.49 56.51
S2 55.38 55.38 59.08
S3 50.97 53.23 58.68
S4 46.56 48.82 57.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.95 57.54 4.41 7.5% 1.76 3.0% 32% False False 68,397
10 61.95 57.09 4.86 8.2% 1.85 3.1% 39% False False 58,669
20 63.49 57.09 6.40 10.9% 1.72 2.9% 29% False False 47,540
40 64.45 55.80 8.65 14.7% 1.72 2.9% 37% False False 45,215
60 64.45 49.69 14.76 25.0% 1.86 3.2% 63% False False 41,187
80 64.45 49.69 14.76 25.0% 1.82 3.1% 63% False False 38,790
100 64.45 49.69 14.76 25.0% 1.94 3.3% 63% False False 36,037
120 64.45 49.69 14.76 25.0% 1.99 3.4% 63% False False 31,760
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 64.48
2.618 62.68
1.618 61.58
1.000 60.90
0.618 60.48
HIGH 59.80
0.618 59.38
0.500 59.25
0.382 59.12
LOW 58.70
0.618 58.02
1.000 57.60
1.618 56.92
2.618 55.82
4.250 54.03
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 59.25 58.97
PP 59.16 58.96
S1 59.06 58.96

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

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