NYMEX Light Sweet Crude Oil Future December 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 60.96 59.51 -1.45 -2.4% 61.29
High 61.18 60.93 -0.25 -0.4% 62.42
Low 59.31 58.55 -0.76 -1.3% 58.55
Close 59.53 60.86 1.33 2.2% 60.86
Range 1.87 2.38 0.51 27.3% 3.87
ATR 1.70 1.75 0.05 2.8% 0.00
Volume 54,172 54,035 -137 -0.3% 294,444
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.25 66.44 62.17
R3 64.87 64.06 61.51
R2 62.49 62.49 61.30
R1 61.68 61.68 61.08 62.09
PP 60.11 60.11 60.11 60.32
S1 59.30 59.30 60.64 59.71
S2 57.73 57.73 60.42
S3 55.35 56.92 60.21
S4 52.97 54.54 59.55
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 72.22 70.41 62.99
R3 68.35 66.54 61.92
R2 64.48 64.48 61.57
R1 62.67 62.67 61.21 61.64
PP 60.61 60.61 60.61 60.10
S1 58.80 58.80 60.51 57.77
S2 56.74 56.74 60.15
S3 52.87 54.93 59.80
S4 49.00 51.06 58.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.42 58.55 3.87 6.4% 1.72 2.8% 60% False True 58,888
10 62.42 58.00 4.42 7.3% 1.82 3.0% 65% False False 55,585
20 64.39 58.00 6.39 10.5% 1.68 2.8% 45% False False 49,820
40 65.38 56.05 9.33 15.3% 1.66 2.7% 52% False False 53,600
60 65.38 51.95 13.43 22.1% 1.79 2.9% 66% False False 50,991
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 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 71.05
2.618 67.16
1.618 64.78
1.000 63.31
0.618 62.40
HIGH 60.93
0.618 60.02
0.500 59.74
0.382 59.46
LOW 58.55
0.618 57.08
1.000 56.17
1.618 54.70
2.618 52.32
4.250 48.44
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 60.49 60.73
PP 60.11 60.59
S1 59.74 60.46

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

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