NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 60.94 59.73 -1.21 -2.0% 61.47
High 60.94 61.22 0.28 0.5% 62.57
Low 59.65 59.00 -0.65 -1.1% 59.00
Close 59.86 61.19 1.33 2.2% 61.19
Range 1.29 2.22 0.93 72.1% 3.57
ATR 1.48 1.53 0.05 3.6% 0.00
Volume 6,224 11,122 4,898 78.7% 49,076
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 67.13 66.38 62.41
R3 64.91 64.16 61.80
R2 62.69 62.69 61.60
R1 61.94 61.94 61.39 62.32
PP 60.47 60.47 60.47 60.66
S1 59.72 59.72 60.99 60.10
S2 58.25 58.25 60.78
S3 56.03 57.50 60.58
S4 53.81 55.28 59.97
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 71.63 69.98 63.15
R3 68.06 66.41 62.17
R2 64.49 64.49 61.84
R1 62.84 62.84 61.52 61.88
PP 60.92 60.92 60.92 60.44
S1 59.27 59.27 60.86 58.31
S2 57.35 57.35 60.54
S3 53.78 55.70 60.21
S4 50.21 52.13 59.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.57 59.00 3.57 5.8% 1.48 2.4% 61% False True 9,815
10 62.57 58.48 4.09 6.7% 1.60 2.6% 66% False False 9,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.66
2.618 67.03
1.618 64.81
1.000 63.44
0.618 62.59
HIGH 61.22
0.618 60.37
0.500 60.11
0.382 59.85
LOW 59.00
0.618 57.63
1.000 56.78
1.618 55.41
2.618 53.19
4.250 49.57
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 60.83 61.04
PP 60.47 60.90
S1 60.11 60.75

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

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