NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 43.85 44.04 0.19 0.4% 43.75
High 44.88 46.07 1.19 2.7% 46.78
Low 43.22 43.96 0.74 1.7% 42.50
Close 43.78 44.32 0.54 1.2% 45.92
Range 1.66 2.11 0.45 27.1% 4.28
ATR 1.74 1.78 0.04 2.3% 0.00
Volume 711,125 746,159 35,034 4.9% 2,904,654
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 51.11 49.83 45.48
R3 49.00 47.72 44.90
R2 46.89 46.89 44.71
R1 45.61 45.61 44.51 46.25
PP 44.78 44.78 44.78 45.11
S1 43.50 43.50 44.13 44.14
S2 42.67 42.67 43.93
S3 40.56 41.39 43.74
S4 38.45 39.28 43.16
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 57.91 56.19 48.27
R3 53.63 51.91 47.10
R2 49.35 49.35 46.70
R1 47.63 47.63 46.31 48.49
PP 45.07 45.07 45.07 45.50
S1 43.35 43.35 45.53 44.21
S2 40.79 40.79 45.14
S3 36.51 39.07 44.74
S4 32.23 34.79 43.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.78 43.22 3.56 8.0% 1.79 4.0% 31% False False 629,060
10 46.78 42.50 4.28 9.7% 1.71 3.9% 43% False False 602,662
20 46.78 38.63 8.15 18.4% 1.81 4.1% 70% False False 544,781
40 46.78 36.57 10.21 23.0% 1.62 3.7% 76% False False 344,975
60 46.78 32.10 14.68 33.1% 1.71 3.9% 83% False False 264,244
80 46.78 30.79 15.99 36.1% 1.84 4.1% 85% False False 219,118
100 46.78 30.79 15.99 36.1% 1.76 4.0% 85% False False 182,242
120 48.02 30.79 17.23 38.9% 1.71 3.9% 79% False False 157,552
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 0.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.04
2.618 51.59
1.618 49.48
1.000 48.18
0.618 47.37
HIGH 46.07
0.618 45.26
0.500 45.02
0.382 44.77
LOW 43.96
0.618 42.66
1.000 41.85
1.618 40.55
2.618 38.44
4.250 34.99
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 45.02 44.65
PP 44.78 44.54
S1 44.55 44.43

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

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