NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 43.25 44.60 1.35 3.1% 45.90
High 44.79 46.36 1.57 3.5% 46.15
Low 43.03 43.96 0.93 2.2% 43.22
Close 44.66 46.23 1.57 3.5% 44.66
Range 1.76 2.40 0.64 36.4% 2.93
ATR 1.84 1.88 0.04 2.2% 0.00
Volume 709,415 869,957 160,542 22.6% 3,242,168
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 52.72 51.87 47.55
R3 50.32 49.47 46.89
R2 47.92 47.92 46.67
R1 47.07 47.07 46.45 47.50
PP 45.52 45.52 45.52 45.73
S1 44.67 44.67 46.01 45.10
S2 43.12 43.12 45.79
S3 40.72 42.27 45.57
S4 38.32 39.87 44.91
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 46.36 43.03 3.33 7.2% 2.15 4.7% 96% True False 757,681
10 46.78 43.03 3.75 8.1% 1.88 4.1% 85% False False 667,495
20 46.78 39.00 7.78 16.8% 1.89 4.1% 93% False False 625,264
40 46.78 36.57 10.21 22.1% 1.71 3.7% 95% False False 410,689
60 46.78 33.76 13.02 28.2% 1.71 3.7% 96% False False 307,257
80 46.78 30.79 15.99 34.6% 1.85 4.0% 97% False False 253,966
100 46.78 30.79 15.99 34.6% 1.78 3.8% 97% False False 210,673
120 48.02 30.79 17.23 37.3% 1.73 3.7% 90% False False 181,785
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.56
2.618 52.64
1.618 50.24
1.000 48.76
0.618 47.84
HIGH 46.36
0.618 45.44
0.500 45.16
0.382 44.88
LOW 43.96
0.618 42.48
1.000 41.56
1.618 40.08
2.618 37.68
4.250 33.76
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 45.87 45.72
PP 45.52 45.21
S1 45.16 44.70

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

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