NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 60.44 62.08 1.64 2.7% 61.47
High 62.21 63.32 1.11 1.8% 62.57
Low 60.44 62.08 1.64 2.7% 59.00
Close 62.06 63.05 0.99 1.6% 61.19
Range 1.77 1.24 -0.53 -29.9% 3.57
ATR 1.54 1.52 -0.02 -1.3% 0.00
Volume 11,076 12,842 1,766 15.9% 49,076
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 66.54 66.03 63.73
R3 65.30 64.79 63.39
R2 64.06 64.06 63.28
R1 63.55 63.55 63.16 63.81
PP 62.82 62.82 62.82 62.94
S1 62.31 62.31 62.94 62.57
S2 61.58 61.58 62.82
S3 60.34 61.07 62.71
S4 59.10 59.83 62.37
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 63.32 59.00 4.32 6.9% 1.45 2.3% 94% True False 9,735
10 63.32 58.48 4.84 7.7% 1.47 2.3% 94% True False 10,116
20 64.61 58.48 6.13 9.7% 1.48 2.4% 75% False False 8,827
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.59
2.618 66.57
1.618 65.33
1.000 64.56
0.618 64.09
HIGH 63.32
0.618 62.85
0.500 62.70
0.382 62.55
LOW 62.08
0.618 61.31
1.000 60.84
1.618 60.07
2.618 58.83
4.250 56.81
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 62.93 62.60
PP 62.82 62.14
S1 62.70 61.69

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

View Archives - Comment on this page... - Back to Index of Symbols