NYMEX Light Sweet Crude Oil Future November 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 50.57 50.62 0.05 0.1% 50.54
High 50.98 50.91 -0.07 -0.1% 51.46
Low 49.65 49.95 0.30 0.6% 49.36
Close 50.76 50.22 -0.54 -1.1% 50.22
Range 1.33 0.96 -0.37 -27.8% 2.10
ATR 1.27 1.25 -0.02 -1.7% 0.00
Volume 13,402 10,089 -3,313 -24.7% 50,563
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.24 52.69 50.75
R3 52.28 51.73 50.48
R2 51.32 51.32 50.40
R1 50.77 50.77 50.31 50.57
PP 50.36 50.36 50.36 50.26
S1 49.81 49.81 50.13 49.61
S2 49.40 49.40 50.04
S3 48.44 48.85 49.96
S4 47.48 47.89 49.69
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.65 55.53 51.38
R3 54.55 53.43 50.80
R2 52.45 52.45 50.61
R1 51.33 51.33 50.41 50.84
PP 50.35 50.35 50.35 50.10
S1 49.23 49.23 50.03 48.74
S2 48.25 48.25 49.84
S3 46.15 47.13 49.64
S4 44.05 45.03 49.07
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% 1.14 2.3% 41% False False 11,548
10 51.46 48.88 2.58 5.1% 1.09 2.2% 52% False False 13,314
20 51.46 45.26 6.20 12.3% 1.25 2.5% 80% False False 15,521
40 51.46 41.29 10.17 20.3% 1.33 2.6% 88% False False 14,535
60 51.46 39.40 12.06 24.0% 1.23 2.4% 90% False False 12,761
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.99
2.618 53.42
1.618 52.46
1.000 51.87
0.618 51.50
HIGH 50.91
0.618 50.54
0.500 50.43
0.382 50.32
LOW 49.95
0.618 49.36
1.000 48.99
1.618 48.40
2.618 47.44
4.250 45.87
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 50.43 50.20
PP 50.36 50.19
S1 50.29 50.17

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

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