NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 50.43 50.57 0.14 0.3% 49.74
High 50.75 50.98 0.23 0.5% 51.42
Low 49.36 49.65 0.29 0.6% 48.88
Close 50.54 50.76 0.22 0.4% 50.81
Range 1.39 1.33 -0.06 -4.3% 2.54
ATR 1.26 1.27 0.00 0.4% 0.00
Volume 18,568 13,402 -5,166 -27.8% 71,467
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.45 53.94 51.49
R3 53.12 52.61 51.13
R2 51.79 51.79 51.00
R1 51.28 51.28 50.88 51.54
PP 50.46 50.46 50.46 50.59
S1 49.95 49.95 50.64 50.21
S2 49.13 49.13 50.52
S3 47.80 48.62 50.39
S4 46.47 47.29 50.03
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.99 56.94 52.21
R3 55.45 54.40 51.51
R2 52.91 52.91 51.28
R1 51.86 51.86 51.04 52.39
PP 50.37 50.37 50.37 50.63
S1 49.32 49.32 50.58 49.85
S2 47.83 47.83 50.34
S3 45.29 46.78 50.11
S4 42.75 44.24 49.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.46 49.36 2.10 4.1% 1.11 2.2% 67% False False 12,474
10 51.46 48.70 2.76 5.4% 1.13 2.2% 75% False False 13,063
20 51.46 45.26 6.20 12.2% 1.30 2.6% 89% False False 15,891
40 51.46 40.64 10.82 21.3% 1.34 2.6% 94% False False 14,632
60 51.46 39.40 12.06 23.8% 1.24 2.4% 94% False False 12,808
Crabel Price Patterns
NR True
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.63
2.618 54.46
1.618 53.13
1.000 52.31
0.618 51.80
HIGH 50.98
0.618 50.47
0.500 50.32
0.382 50.16
LOW 49.65
0.618 48.83
1.000 48.32
1.618 47.50
2.618 46.17
4.250 44.00
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 50.61 50.64
PP 50.46 50.53
S1 50.32 50.41

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

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