NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 61.29 61.07 -0.22 -0.4% 61.47
High 61.64 62.42 0.78 1.3% 61.85
Low 60.40 60.99 0.59 1.0% 58.00
Close 61.18 62.25 1.07 1.7% 61.51
Range 1.24 1.43 0.19 15.3% 3.85
ATR 1.71 1.69 -0.02 -1.2% 0.00
Volume 70,447 52,395 -18,052 -25.6% 203,523
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.18 65.64 63.04
R3 64.75 64.21 62.64
R2 63.32 63.32 62.51
R1 62.78 62.78 62.38 63.05
PP 61.89 61.89 61.89 62.02
S1 61.35 61.35 62.12 61.62
S2 60.46 60.46 61.99
S3 59.03 59.92 61.86
S4 57.60 58.49 61.46
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 72.00 70.61 63.63
R3 68.15 66.76 62.57
R2 64.30 64.30 62.22
R1 62.91 62.91 61.86 63.61
PP 60.45 60.45 60.45 60.80
S1 59.06 59.06 61.16 59.76
S2 56.60 56.60 60.80
S3 52.75 55.21 60.45
S4 48.90 51.36 59.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.42 58.00 4.42 7.1% 1.71 2.8% 96% True False 57,795
10 62.42 58.00 4.42 7.1% 1.72 2.8% 96% True False 49,748
20 65.38 58.00 7.38 11.9% 1.71 2.8% 58% False False 50,330
40 65.38 55.75 9.63 15.5% 1.64 2.6% 67% False False 54,320
60 65.38 51.95 13.43 21.6% 1.77 2.8% 77% False False 50,044
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.50
2.618 66.16
1.618 64.73
1.000 63.85
0.618 63.30
HIGH 62.42
0.618 61.87
0.500 61.71
0.382 61.54
LOW 60.99
0.618 60.11
1.000 59.56
1.618 58.68
2.618 57.25
4.250 54.91
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 62.07 61.74
PP 61.89 61.22
S1 61.71 60.71

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

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