NYMEX Light Sweet Crude Oil Future October 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 50.84 51.74 0.90 1.8% 50.78
High 51.88 53.02 1.14 2.2% 51.19
Low 50.78 51.68 0.90 1.8% 49.02
Close 51.75 52.67 0.92 1.8% 49.88
Range 1.10 1.34 0.24 21.8% 2.17
ATR 1.29 1.29 0.00 0.3% 0.00
Volume 21,556 30,392 8,836 41.0% 69,983
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.48 55.91 53.41
R3 55.14 54.57 53.04
R2 53.80 53.80 52.92
R1 53.23 53.23 52.79 53.52
PP 52.46 52.46 52.46 52.60
S1 51.89 51.89 52.55 52.18
S2 51.12 51.12 52.42
S3 49.78 50.55 52.30
S4 48.44 49.21 51.93
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.54 55.38 51.07
R3 54.37 53.21 50.48
R2 52.20 52.20 50.28
R1 51.04 51.04 50.08 50.54
PP 50.03 50.03 50.03 49.78
S1 48.87 48.87 49.68 48.37
S2 47.86 47.86 49.48
S3 45.69 46.70 49.28
S4 43.52 44.53 48.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.02 49.26 3.76 7.1% 1.18 2.2% 91% True False 20,782
10 53.02 49.02 4.00 7.6% 1.13 2.1% 91% True False 19,535
20 53.02 45.98 7.04 13.4% 1.20 2.3% 95% True False 19,851
40 53.02 41.04 11.98 22.7% 1.40 2.7% 97% True False 19,488
60 53.02 39.08 13.94 26.5% 1.35 2.6% 97% True False 17,729
80 53.02 36.81 16.21 30.8% 1.38 2.6% 98% True False 15,551
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.72
2.618 56.53
1.618 55.19
1.000 54.36
0.618 53.85
HIGH 53.02
0.618 52.51
0.500 52.35
0.382 52.19
LOW 51.68
0.618 50.85
1.000 50.34
1.618 49.51
2.618 48.17
4.250 45.99
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 52.56 52.28
PP 52.46 51.90
S1 52.35 51.51

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

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