NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 49.86 49.94 0.08 0.2% 50.32
High 50.38 50.31 -0.07 -0.1% 50.88
Low 48.92 49.25 0.33 0.7% 48.66
Close 50.10 49.54 -0.56 -1.1% 49.54
Range 1.46 1.06 -0.40 -27.4% 2.22
ATR 1.41 1.38 -0.02 -1.8% 0.00
Volume 50,517 43,217 -7,300 -14.5% 193,824
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.88 52.27 50.12
R3 51.82 51.21 49.83
R2 50.76 50.76 49.73
R1 50.15 50.15 49.64 49.93
PP 49.70 49.70 49.70 49.59
S1 49.09 49.09 49.44 48.87
S2 48.64 48.64 49.35
S3 47.58 48.03 49.25
S4 46.52 46.97 48.96
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.35 55.17 50.76
R3 54.13 52.95 50.15
R2 51.91 51.91 49.95
R1 50.73 50.73 49.74 50.21
PP 49.69 49.69 49.69 49.44
S1 48.51 48.51 49.34 47.99
S2 47.47 47.47 49.13
S3 45.25 46.29 48.93
S4 43.03 44.07 48.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.88 48.66 2.22 4.5% 1.23 2.5% 40% False False 46,239
10 50.92 48.25 2.67 5.4% 1.20 2.4% 48% False False 44,997
20 50.92 44.53 6.39 12.9% 1.39 2.8% 78% False False 45,137
40 50.92 40.43 10.49 21.2% 1.53 3.1% 87% False False 42,113
60 50.92 38.67 12.25 24.7% 1.45 2.9% 89% False False 37,786
80 50.92 34.69 16.23 32.8% 1.51 3.0% 91% False False 34,763
100 50.92 32.85 18.07 36.5% 1.59 3.2% 92% False False 31,926
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.82
2.618 53.09
1.618 52.03
1.000 51.37
0.618 50.97
HIGH 50.31
0.618 49.91
0.500 49.78
0.382 49.65
LOW 49.25
0.618 48.59
1.000 48.19
1.618 47.53
2.618 46.47
4.250 44.75
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 49.78 49.53
PP 49.70 49.53
S1 49.62 49.52

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

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