NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 50.95 52.07 1.12 2.2% 49.97
High 52.23 52.28 0.05 0.1% 50.51
Low 50.87 50.83 -0.04 -0.1% 48.21
Close 51.84 51.22 -0.62 -1.2% 49.11
Range 1.36 1.45 0.09 6.6% 2.30
ATR 1.39 1.39 0.00 0.3% 0.00
Volume 264,101 226,020 -38,081 -14.4% 428,711
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.79 54.96 52.02
R3 54.34 53.51 51.62
R2 52.89 52.89 51.49
R1 52.06 52.06 51.35 51.75
PP 51.44 51.44 51.44 51.29
S1 50.61 50.61 51.09 50.30
S2 49.99 49.99 50.95
S3 48.54 49.16 50.82
S4 47.09 47.71 50.42
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 52.28 48.80 3.48 6.8% 1.24 2.4% 70% True False 183,915
10 52.28 48.21 4.07 7.9% 1.24 2.4% 74% True False 142,221
20 52.28 46.79 5.49 10.7% 1.25 2.4% 81% True False 109,489
40 52.28 40.29 11.99 23.4% 1.54 3.0% 91% True False 79,328
60 52.28 38.14 14.14 27.6% 1.49 2.9% 93% True False 62,478
80 52.28 35.52 16.76 32.7% 1.51 3.0% 94% True False 52,382
100 52.28 32.22 20.06 39.2% 1.60 3.1% 95% True False 45,538
120 52.28 32.22 20.06 39.2% 1.55 3.0% 95% True False 38,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 58.44
2.618 56.08
1.618 54.63
1.000 53.73
0.618 53.18
HIGH 52.28
0.618 51.73
0.500 51.56
0.382 51.38
LOW 50.83
0.618 49.93
1.000 49.38
1.618 48.48
2.618 47.03
4.250 44.67
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 51.56 51.18
PP 51.44 51.14
S1 51.33 51.10

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

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