NYMEX Light Sweet Crude Oil Future November 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 50.54 50.43 -0.11 -0.2% 49.74
High 51.46 50.75 -0.71 -1.4% 51.42
Low 50.30 49.36 -0.94 -1.9% 48.88
Close 50.60 50.54 -0.06 -0.1% 50.81
Range 1.16 1.39 0.23 19.8% 2.54
ATR 1.25 1.26 0.01 0.8% 0.00
Volume 8,504 18,568 10,064 118.3% 71,467
Daily Pivots for day following 01-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.39 53.85 51.30
R3 53.00 52.46 50.92
R2 51.61 51.61 50.79
R1 51.07 51.07 50.67 51.34
PP 50.22 50.22 50.22 50.35
S1 49.68 49.68 50.41 49.95
S2 48.83 48.83 50.29
S3 47.44 48.29 50.16
S4 46.05 46.90 49.78
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 57.99 56.94 52.21
R3 55.45 54.40 51.51
R2 52.91 52.91 51.28
R1 51.86 51.86 51.04 52.39
PP 50.37 50.37 50.37 50.63
S1 49.32 49.32 50.58 49.85
S2 47.83 47.83 50.34
S3 45.29 46.78 50.11
S4 42.75 44.24 49.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.46 49.36 2.10 4.2% 1.05 2.1% 56% False True 12,489
10 51.46 48.70 2.76 5.5% 1.10 2.2% 67% False False 13,152
20 51.46 45.26 6.20 12.3% 1.31 2.6% 85% False False 15,913
40 51.46 40.20 11.26 22.3% 1.34 2.6% 92% False False 14,517
60 51.46 39.40 12.06 23.9% 1.25 2.5% 92% False False 12,755
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 56.66
2.618 54.39
1.618 53.00
1.000 52.14
0.618 51.61
HIGH 50.75
0.618 50.22
0.500 50.06
0.382 49.89
LOW 49.36
0.618 48.50
1.000 47.97
1.618 47.11
2.618 45.72
4.250 43.45
Fisher Pivots for day following 01-Jun-2016
Pivot 1 day 3 day
R1 50.38 50.50
PP 50.22 50.45
S1 50.06 50.41

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

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