NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 60.55 60.03 -0.52 -0.9% 61.29
High 60.72 62.07 1.35 2.2% 62.42
Low 59.64 59.97 0.33 0.6% 58.55
Close 59.93 61.79 1.86 3.1% 60.86
Range 1.08 2.10 1.02 94.4% 3.87
ATR 1.71 1.74 0.03 1.8% 0.00
Volume 74,114 31,415 -42,699 -57.6% 294,444
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.58 66.78 62.95
R3 65.48 64.68 62.37
R2 63.38 63.38 62.18
R1 62.58 62.58 61.98 62.98
PP 61.28 61.28 61.28 61.48
S1 60.48 60.48 61.60 60.88
S2 59.18 59.18 61.41
S3 57.08 58.38 61.21
S4 54.98 56.28 60.64
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 62.36 58.55 3.81 6.2% 1.82 2.9% 85% False False 55,426
10 62.42 58.00 4.42 7.2% 1.77 2.9% 86% False False 56,611
20 64.39 58.00 6.39 10.3% 1.71 2.8% 59% False False 49,793
40 65.38 57.80 7.58 12.3% 1.66 2.7% 53% False False 53,758
60 65.38 51.95 13.43 21.7% 1.78 2.9% 73% False False 51,170
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.00
2.618 67.57
1.618 65.47
1.000 64.17
0.618 63.37
HIGH 62.07
0.618 61.27
0.500 61.02
0.382 60.77
LOW 59.97
0.618 58.67
1.000 57.87
1.618 56.57
2.618 54.47
4.250 51.05
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 61.53 61.30
PP 61.28 60.80
S1 61.02 60.31

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

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