NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 53.00 51.96 -1.04 -2.0% 50.10
High 53.01 52.09 -0.92 -1.7% 53.02
Low 51.69 50.45 -1.24 -2.4% 50.00
Close 52.13 50.68 -1.45 -2.8% 50.68
Range 1.32 1.64 0.32 24.2% 3.02
ATR 1.30 1.32 0.03 2.1% 0.00
Volume 28,583 29,212 629 2.2% 128,118
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.99 54.98 51.58
R3 54.35 53.34 51.13
R2 52.71 52.71 50.98
R1 51.70 51.70 50.83 51.39
PP 51.07 51.07 51.07 50.92
S1 50.06 50.06 50.53 49.75
S2 49.43 49.43 50.38
S3 47.79 48.42 50.23
S4 46.15 46.78 49.78
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.29 58.51 52.34
R3 57.27 55.49 51.51
R2 54.25 54.25 51.23
R1 52.47 52.47 50.96 53.36
PP 51.23 51.23 51.23 51.68
S1 49.45 49.45 50.40 50.34
S2 48.21 48.21 50.13
S3 45.19 46.43 49.85
S4 42.17 43.41 49.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.02 50.00 3.02 6.0% 1.29 2.5% 23% False False 25,623
10 53.02 49.02 4.00 7.9% 1.24 2.4% 42% False False 21,241
20 53.02 47.86 5.16 10.2% 1.17 2.3% 55% False False 20,041
40 53.02 41.04 11.98 23.6% 1.43 2.8% 80% False False 20,048
60 53.02 39.08 13.94 27.5% 1.36 2.7% 83% False False 18,322
80 53.02 36.98 16.04 31.6% 1.35 2.7% 85% False False 16,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 59.06
2.618 56.38
1.618 54.74
1.000 53.73
0.618 53.10
HIGH 52.09
0.618 51.46
0.500 51.27
0.382 51.08
LOW 50.45
0.618 49.44
1.000 48.81
1.618 47.80
2.618 46.16
4.250 43.48
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 51.27 51.74
PP 51.07 51.38
S1 50.88 51.03

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

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