NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 49.04 48.88 -0.16 -0.3% 49.54
High 49.41 49.90 0.49 1.0% 50.10
Low 48.33 48.71 0.38 0.8% 47.75
Close 48.62 49.69 1.07 2.2% 48.62
Range 1.08 1.19 0.11 10.2% 2.35
ATR 1.45 1.44 -0.01 -0.8% 0.00
Volume 481,034 450,472 -30,562 -6.4% 2,091,707
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.00 52.54 50.34
R3 51.81 51.35 50.02
R2 50.62 50.62 49.91
R1 50.16 50.16 49.80 50.39
PP 49.43 49.43 49.43 49.55
S1 48.97 48.97 49.58 49.20
S2 48.24 48.24 49.47
S3 47.05 47.78 49.36
S4 45.86 46.59 49.04
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.87 54.60 49.91
R3 53.52 52.25 49.27
R2 51.17 51.17 49.05
R1 49.90 49.90 48.84 49.36
PP 48.82 48.82 48.82 48.56
S1 47.55 47.55 48.40 47.01
S2 46.47 46.47 48.19
S3 44.12 45.20 47.97
S4 41.77 42.85 47.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.10 47.75 2.35 4.7% 1.31 2.6% 83% False False 508,435
10 50.21 47.40 2.81 5.7% 1.23 2.5% 81% False False 493,894
20 50.21 43.65 6.56 13.2% 1.43 2.9% 92% False False 429,361
40 50.21 39.80 10.41 20.9% 1.59 3.2% 95% False False 281,963
60 50.21 37.50 12.71 25.6% 1.53 3.1% 96% False False 206,335
80 50.21 33.14 17.07 34.4% 1.60 3.2% 97% False False 163,961
100 50.21 31.61 18.60 37.4% 1.70 3.4% 97% False False 137,000
120 50.21 31.61 18.60 37.4% 1.63 3.3% 97% False False 115,754
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 True
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.96
2.618 53.02
1.618 51.83
1.000 51.09
0.618 50.64
HIGH 49.90
0.618 49.45
0.500 49.31
0.382 49.16
LOW 48.71
0.618 47.97
1.000 47.52
1.618 46.78
2.618 45.59
4.250 43.65
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 49.56 49.44
PP 49.43 49.19
S1 49.31 48.94

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

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