NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 59.36 61.37 2.01 3.4% 60.77
High 61.49 62.65 1.16 1.9% 62.04
Low 59.26 61.35 2.09 3.5% 57.80
Close 61.20 62.35 1.15 1.9% 60.13
Range 2.23 1.30 -0.93 -41.7% 4.24
ATR 1.77 1.74 -0.02 -1.3% 0.00
Volume 22,971 25,819 2,848 12.4% 155,694
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.02 65.48 63.07
R3 64.72 64.18 62.71
R2 63.42 63.42 62.59
R1 62.88 62.88 62.47 63.15
PP 62.12 62.12 62.12 62.25
S1 61.58 61.58 62.23 61.85
S2 60.82 60.82 62.11
S3 59.52 60.28 61.99
S4 58.22 58.98 61.64
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 62.65 57.80 4.85 7.8% 1.78 2.9% 94% True False 30,614
10 62.65 57.32 5.33 8.5% 1.76 2.8% 94% True False 30,518
20 63.75 57.32 6.43 10.3% 1.70 2.7% 78% False False 25,022
40 64.74 57.32 7.42 11.9% 1.67 2.7% 68% False False 22,675
60 64.74 50.54 14.20 22.8% 1.70 2.7% 83% False False 19,667
80 64.74 50.54 14.20 22.8% 1.67 2.7% 83% False False 17,632
100 64.74 50.54 14.20 22.8% 1.74 2.8% 83% False False 15,872
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.18
2.618 66.05
1.618 64.75
1.000 63.95
0.618 63.45
HIGH 62.65
0.618 62.15
0.500 62.00
0.382 61.85
LOW 61.35
0.618 60.55
1.000 60.05
1.618 59.25
2.618 57.95
4.250 55.83
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 62.23 61.83
PP 62.12 61.31
S1 62.00 60.79

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

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