NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 50.48 51.18 0.70 1.4% 50.54
High 51.36 52.19 0.83 1.6% 51.46
Low 50.48 51.04 0.56 1.1% 49.36
Close 51.27 52.08 0.81 1.6% 50.22
Range 0.88 1.15 0.27 30.7% 2.10
ATR 1.24 1.23 -0.01 -0.5% 0.00
Volume 14,405 12,517 -1,888 -13.1% 50,563
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.22 54.80 52.71
R3 54.07 53.65 52.40
R2 52.92 52.92 52.29
R1 52.50 52.50 52.19 52.71
PP 51.77 51.77 51.77 51.88
S1 51.35 51.35 51.97 51.56
S2 50.62 50.62 51.87
S3 49.47 50.20 51.76
S4 48.32 49.05 51.45
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 52.19 49.36 2.83 5.4% 1.14 2.2% 96% True False 13,796
10 52.19 49.17 3.02 5.8% 1.09 2.1% 96% True False 13,424
20 52.19 45.26 6.93 13.3% 1.17 2.3% 98% True False 14,866
40 52.19 41.29 10.90 20.9% 1.31 2.5% 99% True False 14,373
60 52.19 39.40 12.79 24.6% 1.24 2.4% 99% True False 12,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.08
2.618 55.20
1.618 54.05
1.000 53.34
0.618 52.90
HIGH 52.19
0.618 51.75
0.500 51.62
0.382 51.48
LOW 51.04
0.618 50.33
1.000 49.89
1.618 49.18
2.618 48.03
4.250 46.15
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 51.93 51.74
PP 51.77 51.41
S1 51.62 51.07

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

View Archives - Comment on this page... - Back to Index of Symbols