NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 49.29 50.20 0.91 1.8% 49.97
High 50.36 51.07 0.71 1.4% 50.51
Low 49.20 49.91 0.71 1.4% 48.21
Close 50.17 50.92 0.75 1.5% 49.11
Range 1.16 1.16 0.00 0.0% 2.30
ATR 1.41 1.39 -0.02 -1.3% 0.00
Volume 116,875 223,539 106,664 91.3% 428,711
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.11 53.68 51.56
R3 52.95 52.52 51.24
R2 51.79 51.79 51.13
R1 51.36 51.36 51.03 51.58
PP 50.63 50.63 50.63 50.74
S1 50.20 50.20 50.81 50.42
S2 49.47 49.47 50.71
S3 48.31 49.04 50.60
S4 47.15 47.88 50.28
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 51.07 48.21 2.86 5.6% 1.28 2.5% 95% True False 135,850
10 51.07 48.13 2.94 5.8% 1.22 2.4% 95% True False 113,793
20 51.07 44.12 6.95 13.6% 1.33 2.6% 98% True False 92,388
40 51.07 40.29 10.78 21.2% 1.54 3.0% 99% True False 69,360
60 51.07 38.14 12.93 25.4% 1.49 2.9% 99% True False 54,957
80 51.07 35.07 16.00 31.4% 1.54 3.0% 99% True False 46,701
100 51.07 32.22 18.85 37.0% 1.60 3.1% 99% True False 40,813
120 51.07 32.22 18.85 37.0% 1.54 3.0% 99% True False 34,813
Crabel Price Patterns
NR False
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 0.40
Fibonacci Retracements and Extensions
4.250 56.00
2.618 54.11
1.618 52.95
1.000 52.23
0.618 51.79
HIGH 51.07
0.618 50.63
0.500 50.49
0.382 50.35
LOW 49.91
0.618 49.19
1.000 48.75
1.618 48.03
2.618 46.87
4.250 44.98
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 50.78 50.59
PP 50.63 50.26
S1 50.49 49.94

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

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