NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 52.37 50.79 -1.58 -3.0% 50.48
High 52.49 51.27 -1.22 -2.3% 53.39
Low 50.84 50.22 -0.62 -1.2% 50.48
Close 51.09 50.91 -0.18 -0.4% 51.09
Range 1.65 1.05 -0.60 -36.4% 2.91
ATR 1.27 1.26 -0.02 -1.3% 0.00
Volume 19,808 18,922 -886 -4.5% 88,126
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.95 53.48 51.49
R3 52.90 52.43 51.20
R2 51.85 51.85 51.10
R1 51.38 51.38 51.01 51.62
PP 50.80 50.80 50.80 50.92
S1 50.33 50.33 50.81 50.57
S2 49.75 49.75 50.72
S3 48.70 49.28 50.62
S4 47.65 48.23 50.33
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.38 58.65 52.69
R3 57.47 55.74 51.89
R2 54.56 54.56 51.62
R1 52.83 52.83 51.36 53.70
PP 51.65 51.65 51.65 52.09
S1 49.92 49.92 50.82 50.79
S2 48.74 48.74 50.56
S3 45.83 47.01 50.29
S4 42.92 44.10 49.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.39 50.22 3.17 6.2% 1.30 2.5% 22% False True 18,528
10 53.39 49.36 4.03 7.9% 1.22 2.4% 38% False False 15,761
20 53.39 48.53 4.86 9.5% 1.15 2.3% 49% False False 14,912
40 53.39 41.29 12.10 23.8% 1.33 2.6% 80% False False 14,795
60 53.39 39.40 13.99 27.5% 1.26 2.5% 82% False False 13,592
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.21
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.73
2.618 54.02
1.618 52.97
1.000 52.32
0.618 51.92
HIGH 51.27
0.618 50.87
0.500 50.75
0.382 50.62
LOW 50.22
0.618 49.57
1.000 49.17
1.618 48.52
2.618 47.47
4.250 45.76
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 50.86 51.81
PP 50.80 51.51
S1 50.75 51.21

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

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