NYMEX Light Sweet Crude Oil Future August 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 49.49 49.29 -0.20 -0.4% 49.97
High 49.89 50.36 0.47 0.9% 50.51
Low 48.80 49.20 0.40 0.8% 48.21
Close 49.11 50.17 1.06 2.2% 49.11
Range 1.09 1.16 0.07 6.4% 2.30
ATR 1.42 1.41 -0.01 -0.9% 0.00
Volume 89,043 116,875 27,832 31.3% 428,711
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.39 52.94 50.81
R3 52.23 51.78 50.49
R2 51.07 51.07 50.38
R1 50.62 50.62 50.28 50.85
PP 49.91 49.91 49.91 50.02
S1 49.46 49.46 50.06 49.69
S2 48.75 48.75 49.96
S3 47.59 48.30 49.85
S4 46.43 47.14 49.53
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.18 54.94 50.38
R3 53.88 52.64 49.74
R2 51.58 51.58 49.53
R1 50.34 50.34 49.32 49.81
PP 49.28 49.28 49.28 49.01
S1 48.04 48.04 48.90 47.51
S2 46.98 46.98 48.69
S3 44.68 45.74 48.48
S4 42.38 43.44 47.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.51 48.21 2.30 4.6% 1.31 2.6% 85% False False 109,117
10 50.59 47.88 2.71 5.4% 1.20 2.4% 85% False False 100,066
20 50.59 44.12 6.47 12.9% 1.40 2.8% 94% False False 85,011
40 50.59 40.29 10.30 20.5% 1.55 3.1% 96% False False 64,804
60 50.59 38.14 12.45 24.8% 1.48 3.0% 97% False False 51,744
80 50.59 33.98 16.61 33.1% 1.54 3.1% 97% False False 44,165
100 50.59 32.22 18.37 36.6% 1.61 3.2% 98% False False 38,666
120 50.59 32.22 18.37 36.6% 1.55 3.1% 98% False False 33,000
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.29
2.618 53.40
1.618 52.24
1.000 51.52
0.618 51.08
HIGH 50.36
0.618 49.92
0.500 49.78
0.382 49.64
LOW 49.20
0.618 48.48
1.000 48.04
1.618 47.32
2.618 46.16
4.250 44.27
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 50.04 49.92
PP 49.91 49.66
S1 49.78 49.41

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

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