NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 01-Jun-2016
Day Change Summary
Previous Current
31-May-2016 01-Jun-2016 Change Change % Previous Week
Open 49.97 49.24 -0.73 -1.5% 48.86
High 50.51 49.72 -0.79 -1.6% 50.59
Low 49.23 48.21 -1.02 -2.1% 47.88
Close 49.53 49.49 -0.04 -0.1% 49.74
Range 1.28 1.51 0.23 18.0% 2.71
ATR 1.44 1.44 0.01 0.4% 0.00
Volume 89,874 142,491 52,617 58.5% 455,083
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.67 53.09 50.32
R3 52.16 51.58 49.91
R2 50.65 50.65 49.77
R1 50.07 50.07 49.63 50.36
PP 49.14 49.14 49.14 49.29
S1 48.56 48.56 49.35 48.85
S2 47.63 47.63 49.21
S3 46.12 47.05 49.07
S4 44.61 45.54 48.66
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.53 56.35 51.23
R3 54.82 53.64 50.49
R2 52.11 52.11 50.24
R1 50.93 50.93 49.99 51.52
PP 49.40 49.40 49.40 49.70
S1 48.22 48.22 49.49 48.81
S2 46.69 46.69 49.24
S3 43.98 45.51 48.99
S4 41.27 42.80 48.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.59 48.21 2.38 4.8% 1.15 2.3% 54% False True 99,868
10 50.59 47.69 2.90 5.9% 1.23 2.5% 62% False False 91,694
20 50.59 44.12 6.47 13.1% 1.48 3.0% 83% False False 79,504
40 50.59 38.94 11.65 23.5% 1.59 3.2% 91% False False 59,795
60 50.59 38.14 12.45 25.2% 1.51 3.0% 91% False False 47,893
80 50.59 33.98 16.61 33.6% 1.57 3.2% 93% False False 41,196
100 50.59 32.22 18.37 37.1% 1.62 3.3% 94% False False 35,782
120 50.59 32.22 18.37 37.1% 1.54 3.1% 94% False False 30,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.14
2.618 53.67
1.618 52.16
1.000 51.23
0.618 50.65
HIGH 49.72
0.618 49.14
0.500 48.97
0.382 48.79
LOW 48.21
0.618 47.28
1.000 46.70
1.618 45.77
2.618 44.26
4.250 41.79
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 49.32 49.45
PP 49.14 49.40
S1 48.97 49.36

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

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