NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 60.24 58.77 -1.47 -2.4% 60.77
High 60.52 60.21 -0.31 -0.5% 62.04
Low 58.68 57.80 -0.88 -1.5% 57.80
Close 58.84 60.13 1.29 2.2% 60.13
Range 1.84 2.41 0.57 31.0% 4.24
ATR 1.71 1.76 0.05 2.9% 0.00
Volume 33,544 31,924 -1,620 -4.8% 155,694
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.61 65.78 61.46
R3 64.20 63.37 60.79
R2 61.79 61.79 60.57
R1 60.96 60.96 60.35 61.38
PP 59.38 59.38 59.38 59.59
S1 58.55 58.55 59.91 58.97
S2 56.97 56.97 59.69
S3 54.56 56.14 59.47
S4 52.15 53.73 58.80
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.71 70.66 62.46
R3 68.47 66.42 61.30
R2 64.23 64.23 60.91
R1 62.18 62.18 60.52 61.09
PP 59.99 59.99 59.99 59.44
S1 57.94 57.94 59.74 56.85
S2 55.75 55.75 59.35
S3 51.51 53.70 58.96
S4 47.27 49.46 57.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.04 57.80 4.24 7.1% 1.75 2.9% 55% False True 31,138
10 62.04 57.32 4.72 7.8% 1.84 3.1% 60% False False 28,712
20 63.75 57.32 6.43 10.7% 1.69 2.8% 44% False False 23,780
40 64.74 54.98 9.76 16.2% 1.65 2.7% 53% False False 21,443
60 64.74 50.54 14.20 23.6% 1.72 2.9% 68% False False 18,815
80 64.74 50.54 14.20 23.6% 1.68 2.8% 68% False False 16,936
100 64.74 50.54 14.20 23.6% 1.78 3.0% 68% False False 15,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.45
2.618 66.52
1.618 64.11
1.000 62.62
0.618 61.70
HIGH 60.21
0.618 59.29
0.500 59.01
0.382 58.72
LOW 57.80
0.618 56.31
1.000 55.39
1.618 53.90
2.618 51.49
4.250 47.56
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 59.76 60.03
PP 59.38 59.93
S1 59.01 59.83

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

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