NYMEX Light Sweet Crude Oil Future December 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 62.00 60.96 -1.04 -1.7% 61.47
High 62.36 61.18 -1.18 -1.9% 61.85
Low 60.70 59.31 -1.39 -2.3% 58.00
Close 60.93 59.53 -1.40 -2.3% 61.51
Range 1.66 1.87 0.21 12.7% 3.85
ATR 1.69 1.70 0.01 0.8% 0.00
Volume 63,395 54,172 -9,223 -14.5% 203,523
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.62 64.44 60.56
R3 63.75 62.57 60.04
R2 61.88 61.88 59.87
R1 60.70 60.70 59.70 60.36
PP 60.01 60.01 60.01 59.83
S1 58.83 58.83 59.36 58.49
S2 58.14 58.14 59.19
S3 56.27 56.96 59.02
S4 54.40 55.09 58.50
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 58.99 3.43 5.8% 1.79 3.0% 16% False False 59,838
10 62.42 58.00 4.42 7.4% 1.77 3.0% 35% False False 53,863
20 64.39 58.00 6.39 10.7% 1.70 2.9% 24% False False 51,031
40 65.38 56.05 9.33 15.7% 1.63 2.7% 37% False False 53,883
60 65.38 51.95 13.43 22.6% 1.78 3.0% 56% False False 50,744
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 69.13
2.618 66.08
1.618 64.21
1.000 63.05
0.618 62.34
HIGH 61.18
0.618 60.47
0.500 60.25
0.382 60.02
LOW 59.31
0.618 58.15
1.000 57.44
1.618 56.28
2.618 54.41
4.250 51.36
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 60.25 60.87
PP 60.01 60.42
S1 59.77 59.98

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

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