NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 61.47 61.27 -0.20 -0.3% 61.42
High 61.84 62.57 0.73 1.2% 62.06
Low 60.73 61.27 0.54 0.9% 58.48
Close 61.43 62.48 1.05 1.7% 61.79
Range 1.11 1.30 0.19 17.1% 3.58
ATR 1.49 1.47 -0.01 -0.9% 0.00
Volume 12,409 12,015 -394 -3.2% 39,167
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.01 65.54 63.20
R3 64.71 64.24 62.84
R2 63.41 63.41 62.72
R1 62.94 62.94 62.60 63.18
PP 62.11 62.11 62.11 62.22
S1 61.64 61.64 62.36 61.88
S2 60.81 60.81 62.24
S3 59.51 60.34 62.12
S4 58.21 59.04 61.77
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.52 70.23 63.76
R3 67.94 66.65 62.77
R2 64.36 64.36 62.45
R1 63.07 63.07 62.12 63.72
PP 60.78 60.78 60.78 61.10
S1 59.49 59.49 61.46 60.14
S2 57.20 57.20 61.13
S3 53.62 55.91 60.81
S4 50.04 52.33 59.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.57 58.48 4.09 6.5% 1.51 2.4% 98% True False 11,390
10 62.63 58.48 4.15 6.6% 1.54 2.5% 96% False False 9,924
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.10
2.618 65.97
1.618 64.67
1.000 63.87
0.618 63.37
HIGH 62.57
0.618 62.07
0.500 61.92
0.382 61.77
LOW 61.27
0.618 60.47
1.000 59.97
1.618 59.17
2.618 57.87
4.250 55.75
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 62.29 61.97
PP 62.11 61.47
S1 61.92 60.96

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

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