NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 60.03 61.87 1.84 3.1% 61.29
High 62.07 63.12 1.05 1.7% 62.42
Low 59.97 61.83 1.86 3.1% 58.55
Close 61.79 62.83 1.04 1.7% 60.86
Range 2.10 1.29 -0.81 -38.6% 3.87
ATR 1.74 1.71 -0.03 -1.7% 0.00
Volume 31,415 49,053 17,638 56.1% 294,444
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.46 65.94 63.54
R3 65.17 64.65 63.18
R2 63.88 63.88 63.07
R1 63.36 63.36 62.95 63.62
PP 62.59 62.59 62.59 62.73
S1 62.07 62.07 62.71 62.33
S2 61.30 61.30 62.59
S3 60.01 60.78 62.48
S4 58.72 59.49 62.12
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 63.12 58.55 4.57 7.3% 1.74 2.8% 94% True False 52,557
10 63.12 58.00 5.12 8.1% 1.72 2.7% 94% True False 57,163
20 64.39 58.00 6.39 10.2% 1.68 2.7% 76% False False 50,444
40 65.38 58.00 7.38 11.7% 1.67 2.7% 65% False False 53,935
60 65.38 51.95 13.43 21.4% 1.77 2.8% 81% False False 51,309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.60
2.618 66.50
1.618 65.21
1.000 64.41
0.618 63.92
HIGH 63.12
0.618 62.63
0.500 62.48
0.382 62.32
LOW 61.83
0.618 61.03
1.000 60.54
1.618 59.74
2.618 58.45
4.250 56.35
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 62.71 62.35
PP 62.59 61.86
S1 62.48 61.38

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

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