NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 58.75 60.77 2.02 3.4% 60.85
High 61.20 61.15 -0.05 -0.1% 61.20
Low 58.39 59.95 1.56 2.7% 57.32
Close 60.96 60.72 -0.24 -0.4% 60.96
Range 2.81 1.20 -1.61 -57.3% 3.88
ATR 1.75 1.71 -0.04 -2.3% 0.00
Volume 29,115 27,311 -1,804 -6.2% 100,089
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.21 63.66 61.38
R3 63.01 62.46 61.05
R2 61.81 61.81 60.94
R1 61.26 61.26 60.83 60.94
PP 60.61 60.61 60.61 60.44
S1 60.06 60.06 60.61 59.74
S2 59.41 59.41 60.50
S3 58.21 58.86 60.39
S4 57.01 57.66 60.06
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.47 70.09 63.09
R3 67.59 66.21 62.03
R2 63.71 63.71 61.67
R1 62.33 62.33 61.32 63.02
PP 59.83 59.83 59.83 60.17
S1 58.45 58.45 60.60 59.14
S2 55.95 55.95 60.25
S3 52.07 54.57 59.89
S4 48.19 50.69 58.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.20 57.32 3.88 6.4% 1.91 3.1% 88% False False 25,480
10 62.73 57.32 5.41 8.9% 1.76 2.9% 63% False False 22,895
20 64.74 57.32 7.42 12.2% 1.69 2.8% 46% False False 21,404
40 64.74 54.23 10.51 17.3% 1.66 2.7% 62% False False 20,079
60 64.74 50.54 14.20 23.4% 1.69 2.8% 72% False False 17,508
80 64.74 50.54 14.20 23.4% 1.70 2.8% 72% False False 15,805
100 64.74 50.54 14.20 23.4% 1.77 2.9% 72% False False 14,000
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 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 66.25
2.618 64.29
1.618 63.09
1.000 62.35
0.618 61.89
HIGH 61.15
0.618 60.69
0.500 60.55
0.382 60.41
LOW 59.95
0.618 59.21
1.000 58.75
1.618 58.01
2.618 56.81
4.250 54.85
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 60.66 60.23
PP 60.61 59.75
S1 60.55 59.26

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

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