NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 61.07 62.00 0.93 1.5% 61.47
High 62.42 62.36 -0.06 -0.1% 61.85
Low 60.99 60.70 -0.29 -0.5% 58.00
Close 62.25 60.93 -1.32 -2.1% 61.51
Range 1.43 1.66 0.23 16.1% 3.85
ATR 1.69 1.69 0.00 -0.1% 0.00
Volume 52,395 63,395 11,000 21.0% 203,523
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.31 65.28 61.84
R3 64.65 63.62 61.39
R2 62.99 62.99 61.23
R1 61.96 61.96 61.08 61.65
PP 61.33 61.33 61.33 61.17
S1 60.30 60.30 60.78 59.99
S2 59.67 59.67 60.63
S3 58.01 58.64 60.47
S4 56.35 56.98 60.02
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 7.3% 1.69 2.8% 66% False False 61,768
10 62.42 58.00 4.42 7.3% 1.67 2.7% 66% False False 53,198
20 65.38 58.00 7.38 12.1% 1.70 2.8% 40% False False 51,980
40 65.38 55.75 9.63 15.8% 1.64 2.7% 54% False False 54,679
60 65.38 51.95 13.43 22.0% 1.78 2.9% 67% False False 50,427
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 69.42
2.618 66.71
1.618 65.05
1.000 64.02
0.618 63.39
HIGH 62.36
0.618 61.73
0.500 61.53
0.382 61.33
LOW 60.70
0.618 59.67
1.000 59.04
1.618 58.01
2.618 56.35
4.250 53.65
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 61.53 61.41
PP 61.33 61.25
S1 61.13 61.09

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

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