NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 50.20 50.95 0.75 1.5% 49.97
High 51.07 52.23 1.16 2.3% 50.51
Low 49.91 50.87 0.96 1.9% 48.21
Close 50.92 51.84 0.92 1.8% 49.11
Range 1.16 1.36 0.20 17.2% 2.30
ATR 1.39 1.39 0.00 -0.2% 0.00
Volume 223,539 264,101 40,562 18.1% 428,711
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.73 55.14 52.59
R3 54.37 53.78 52.21
R2 53.01 53.01 52.09
R1 52.42 52.42 51.96 52.72
PP 51.65 51.65 51.65 51.79
S1 51.06 51.06 51.72 51.36
S2 50.29 50.29 51.59
S3 48.93 49.70 51.47
S4 47.57 48.34 51.09
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.18 54.94 50.38
R3 53.88 52.64 49.74
R2 51.58 51.58 49.53
R1 50.34 50.34 49.32 49.81
PP 49.28 49.28 49.28 49.01
S1 48.04 48.04 48.90 47.51
S2 46.98 46.98 48.69
S3 44.68 45.74 48.48
S4 42.38 43.44 47.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.23 48.46 3.77 7.3% 1.25 2.4% 90% True False 160,172
10 52.23 48.21 4.02 7.8% 1.20 2.3% 90% True False 130,020
20 52.23 45.13 7.10 13.7% 1.31 2.5% 95% True False 102,573
40 52.23 40.29 11.94 23.0% 1.53 2.9% 97% True False 74,734
60 52.23 38.14 14.09 27.2% 1.49 2.9% 97% True False 59,037
80 52.23 35.52 16.71 32.2% 1.53 3.0% 98% True False 49,791
100 52.23 32.22 20.01 38.6% 1.60 3.1% 98% True False 43,329
120 52.23 32.22 20.01 38.6% 1.55 3.0% 98% True False 36,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.01
2.618 55.79
1.618 54.43
1.000 53.59
0.618 53.07
HIGH 52.23
0.618 51.71
0.500 51.55
0.382 51.39
LOW 50.87
0.618 50.03
1.000 49.51
1.618 48.67
2.618 47.31
4.250 45.09
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 51.74 51.47
PP 51.65 51.09
S1 51.55 50.72

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

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