NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 61.87 62.40 0.53 0.9% 61.29
High 63.12 62.85 -0.27 -0.4% 62.42
Low 61.83 61.80 -0.03 0.0% 58.55
Close 62.83 62.33 -0.50 -0.8% 60.86
Range 1.29 1.05 -0.24 -18.6% 3.87
ATR 1.71 1.67 -0.05 -2.8% 0.00
Volume 49,053 62,806 13,753 28.0% 294,444
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.48 64.95 62.91
R3 64.43 63.90 62.62
R2 63.38 63.38 62.52
R1 62.85 62.85 62.43 62.59
PP 62.33 62.33 62.33 62.20
S1 61.80 61.80 62.23 61.54
S2 61.28 61.28 62.14
S3 60.23 60.75 62.04
S4 59.18 59.70 61.75
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% 1.58 2.5% 83% False False 54,284
10 63.12 58.55 4.57 7.3% 1.68 2.7% 83% False False 57,061
20 63.65 58.00 5.65 9.1% 1.65 2.7% 77% False False 51,303
40 65.38 58.00 7.38 11.8% 1.63 2.6% 59% False False 54,176
60 65.38 51.95 13.43 21.5% 1.76 2.8% 77% False False 51,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 67.31
2.618 65.60
1.618 64.55
1.000 63.90
0.618 63.50
HIGH 62.85
0.618 62.45
0.500 62.33
0.382 62.20
LOW 61.80
0.618 61.15
1.000 60.75
1.618 60.10
2.618 59.05
4.250 57.34
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 62.33 62.07
PP 62.33 61.81
S1 62.33 61.55

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

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