NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 61.50 60.24 -1.26 -2.0% 60.85
High 61.86 60.52 -1.34 -2.2% 61.20
Low 60.07 58.68 -1.39 -2.3% 57.32
Close 60.31 58.84 -1.47 -2.4% 60.96
Range 1.79 1.84 0.05 2.8% 3.88
ATR 1.70 1.71 0.01 0.6% 0.00
Volume 30,393 33,544 3,151 10.4% 100,089
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.87 63.69 59.85
R3 63.03 61.85 59.35
R2 61.19 61.19 59.18
R1 60.01 60.01 59.01 59.68
PP 59.35 59.35 59.35 59.18
S1 58.17 58.17 58.67 57.84
S2 57.51 57.51 58.50
S3 55.67 56.33 58.33
S4 53.83 54.49 57.83
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 62.04 58.39 3.65 6.2% 1.83 3.1% 12% False False 30,577
10 62.04 57.32 4.72 8.0% 1.79 3.0% 32% False False 27,724
20 63.75 57.32 6.43 10.9% 1.70 2.9% 24% False False 23,395
40 64.74 54.98 9.76 16.6% 1.63 2.8% 40% False False 21,130
60 64.74 50.54 14.20 24.1% 1.70 2.9% 58% False False 18,446
80 64.74 50.54 14.20 24.1% 1.68 2.9% 58% False False 16,654
100 64.74 50.54 14.20 24.1% 1.77 3.0% 58% False False 14,846
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 68.34
2.618 65.34
1.618 63.50
1.000 62.36
0.618 61.66
HIGH 60.52
0.618 59.82
0.500 59.60
0.382 59.38
LOW 58.68
0.618 57.54
1.000 56.84
1.618 55.70
2.618 53.86
4.250 50.86
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 59.60 60.36
PP 59.35 59.85
S1 59.09 59.35

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

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