NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 51.18 52.06 0.88 1.7% 50.54
High 52.19 53.31 1.12 2.1% 51.46
Low 51.04 52.06 1.02 2.0% 49.36
Close 52.08 53.00 0.92 1.8% 50.22
Range 1.15 1.25 0.10 8.7% 2.10
ATR 1.23 1.23 0.00 0.1% 0.00
Volume 12,517 21,059 8,542 68.2% 50,563
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.54 56.02 53.69
R3 55.29 54.77 53.34
R2 54.04 54.04 53.23
R1 53.52 53.52 53.11 53.78
PP 52.79 52.79 52.79 52.92
S1 52.27 52.27 52.89 52.53
S2 51.54 51.54 52.77
S3 50.29 51.02 52.66
S4 49.04 49.77 52.31
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.65 55.53 51.38
R3 54.55 53.43 50.80
R2 52.45 52.45 50.61
R1 51.33 51.33 50.41 50.84
PP 50.35 50.35 50.35 50.10
S1 49.23 49.23 50.03 48.74
S2 48.25 48.25 49.84
S3 46.15 47.13 49.64
S4 44.05 45.03 49.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.31 49.65 3.66 6.9% 1.11 2.1% 92% True False 14,294
10 53.31 49.36 3.95 7.5% 1.08 2.0% 92% True False 13,391
20 53.31 46.32 6.99 13.2% 1.15 2.2% 96% True False 14,838
40 53.31 41.29 12.02 22.7% 1.31 2.5% 97% True False 14,408
60 53.31 39.40 13.91 26.2% 1.24 2.3% 98% True False 13,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.62
2.618 56.58
1.618 55.33
1.000 54.56
0.618 54.08
HIGH 53.31
0.618 52.83
0.500 52.69
0.382 52.54
LOW 52.06
0.618 51.29
1.000 50.81
1.618 50.04
2.618 48.79
4.250 46.75
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 52.90 52.63
PP 52.79 52.26
S1 52.69 51.90

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

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