NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 44.04 44.52 0.48 1.1% 45.90
High 46.07 45.34 -0.73 -1.6% 46.15
Low 43.96 43.54 -0.42 -1.0% 43.22
Close 44.32 44.66 0.34 0.8% 44.66
Range 2.11 1.80 -0.31 -14.7% 2.93
ATR 1.78 1.78 0.00 0.1% 0.00
Volume 746,159 695,306 -50,853 -6.8% 3,242,168
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 49.91 49.09 45.65
R3 48.11 47.29 45.16
R2 46.31 46.31 44.99
R1 45.49 45.49 44.83 45.90
PP 44.51 44.51 44.51 44.72
S1 43.69 43.69 44.50 44.10
S2 42.71 42.71 44.33
S3 40.91 41.89 44.17
S4 39.11 40.09 43.67
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 53.47 51.99 46.27
R3 50.54 49.06 45.47
R2 47.61 47.61 45.20
R1 46.13 46.13 44.93 45.41
PP 44.68 44.68 44.68 44.31
S1 43.20 43.20 44.39 42.48
S2 41.75 41.75 44.12
S3 38.82 40.27 43.85
S4 35.89 37.34 43.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.15 43.22 2.93 6.6% 1.84 4.1% 49% False False 648,433
10 46.78 42.50 4.28 9.6% 1.76 3.9% 50% False False 614,682
20 46.78 39.00 7.78 17.4% 1.78 4.0% 73% False False 560,067
40 46.78 36.57 10.21 22.9% 1.64 3.7% 79% False False 359,169
60 46.78 32.10 14.68 32.9% 1.72 3.8% 86% False False 273,813
80 46.78 30.79 15.99 35.8% 1.83 4.1% 87% False False 227,040
100 46.78 30.79 15.99 35.8% 1.76 3.9% 87% False False 188,694
120 48.02 30.79 17.23 38.6% 1.71 3.8% 80% False False 163,140
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.99
2.618 50.05
1.618 48.25
1.000 47.14
0.618 46.45
HIGH 45.34
0.618 44.65
0.500 44.44
0.382 44.23
LOW 43.54
0.618 42.43
1.000 41.74
1.618 40.63
2.618 38.83
4.250 35.89
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 44.59 44.66
PP 44.51 44.65
S1 44.44 44.65

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

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