NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 62.08 62.85 0.77 1.2% 61.47
High 63.32 62.89 -0.43 -0.7% 62.57
Low 62.08 62.07 -0.01 0.0% 59.00
Close 63.05 62.58 -0.47 -0.7% 61.19
Range 1.24 0.82 -0.42 -33.9% 3.57
ATR 1.52 1.48 -0.04 -2.5% 0.00
Volume 12,842 10,834 -2,008 -15.6% 49,076
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 64.97 64.60 63.03
R3 64.15 63.78 62.81
R2 63.33 63.33 62.73
R1 62.96 62.96 62.66 62.74
PP 62.51 62.51 62.51 62.40
S1 62.14 62.14 62.50 61.92
S2 61.69 61.69 62.43
S3 60.87 61.32 62.35
S4 60.05 60.50 62.13
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% 1.36 2.2% 83% False False 10,657
10 63.32 59.00 4.32 6.9% 1.44 2.3% 83% False False 10,015
20 63.90 58.48 5.42 8.7% 1.46 2.3% 76% False False 8,992
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 66.38
2.618 65.04
1.618 64.22
1.000 63.71
0.618 63.40
HIGH 62.89
0.618 62.58
0.500 62.48
0.382 62.38
LOW 62.07
0.618 61.56
1.000 61.25
1.618 60.74
2.618 59.92
4.250 58.59
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 62.55 62.35
PP 62.51 62.11
S1 62.48 61.88

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

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