NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 59.73 60.79 1.06 1.8% 61.47
High 61.22 60.79 -0.43 -0.7% 62.57
Low 59.00 60.06 1.06 1.8% 59.00
Close 61.19 60.26 -0.93 -1.5% 61.19
Range 2.22 0.73 -1.49 -67.1% 3.57
ATR 1.53 1.51 -0.03 -1.9% 0.00
Volume 11,122 7,411 -3,711 -33.4% 49,076
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.56 62.14 60.66
R3 61.83 61.41 60.46
R2 61.10 61.10 60.39
R1 60.68 60.68 60.33 60.53
PP 60.37 60.37 60.37 60.29
S1 59.95 59.95 60.19 59.80
S2 59.64 59.64 60.13
S3 58.91 59.22 60.06
S4 58.18 58.49 59.86
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 5.9% 1.40 2.3% 35% False False 8,815
10 62.57 58.48 4.09 6.8% 1.56 2.6% 44% False False 9,565
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 63.89
2.618 62.70
1.618 61.97
1.000 61.52
0.618 61.24
HIGH 60.79
0.618 60.51
0.500 60.43
0.382 60.34
LOW 60.06
0.618 59.61
1.000 59.33
1.618 58.88
2.618 58.15
4.250 56.96
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 60.43 60.21
PP 60.37 60.16
S1 60.32 60.11

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

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