NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 62.40 62.04 -0.36 -0.6% 60.55
High 62.85 62.06 -0.79 -1.3% 63.12
Low 61.80 61.32 -0.48 -0.8% 59.64
Close 62.33 61.44 -0.89 -1.4% 61.44
Range 1.05 0.74 -0.31 -29.5% 3.48
ATR 1.67 1.62 -0.05 -2.8% 0.00
Volume 62,806 38,562 -24,244 -38.6% 255,950
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 63.83 63.37 61.85
R3 63.09 62.63 61.64
R2 62.35 62.35 61.58
R1 61.89 61.89 61.51 61.75
PP 61.61 61.61 61.61 61.54
S1 61.15 61.15 61.37 61.01
S2 60.87 60.87 61.30
S3 60.13 60.41 61.24
S4 59.39 59.67 61.03
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.84 70.12 63.35
R3 68.36 66.64 62.40
R2 64.88 64.88 62.08
R1 63.16 63.16 61.76 64.02
PP 61.40 61.40 61.40 61.83
S1 59.68 59.68 61.12 60.54
S2 57.92 57.92 60.80
S3 54.44 56.20 60.48
S4 50.96 52.72 59.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.12 59.64 3.48 5.7% 1.25 2.0% 52% False False 51,190
10 63.12 58.55 4.57 7.4% 1.48 2.4% 63% False False 55,039
20 63.39 58.00 5.39 8.8% 1.63 2.6% 64% False False 50,238
40 65.38 58.00 7.38 12.0% 1.59 2.6% 47% False False 52,521
60 65.38 52.59 12.79 20.8% 1.71 2.8% 69% False False 51,747
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 65.21
2.618 64.00
1.618 63.26
1.000 62.80
0.618 62.52
HIGH 62.06
0.618 61.78
0.500 61.69
0.382 61.60
LOW 61.32
0.618 60.86
1.000 60.58
1.618 60.12
2.618 59.38
4.250 58.18
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 61.69 62.22
PP 61.61 61.96
S1 61.52 61.70

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

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