NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 52.06 53.25 1.19 2.3% 50.54
High 53.31 53.39 0.08 0.2% 51.46
Low 52.06 52.01 -0.05 -0.1% 49.36
Close 53.00 52.49 -0.51 -1.0% 50.22
Range 1.25 1.38 0.13 10.4% 2.10
ATR 1.23 1.24 0.01 0.8% 0.00
Volume 21,059 20,337 -722 -3.4% 50,563
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.77 56.01 53.25
R3 55.39 54.63 52.87
R2 54.01 54.01 52.74
R1 53.25 53.25 52.62 52.94
PP 52.63 52.63 52.63 52.48
S1 51.87 51.87 52.36 51.56
S2 51.25 51.25 52.24
S3 49.87 50.49 52.11
S4 48.49 49.11 51.73
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 53.39 49.95 3.44 6.6% 1.12 2.1% 74% True False 15,681
10 53.39 49.36 4.03 7.7% 1.12 2.1% 78% True False 14,077
20 53.39 47.97 5.42 10.3% 1.10 2.1% 83% True False 14,403
40 53.39 41.29 12.10 23.1% 1.32 2.5% 93% True False 14,347
60 53.39 39.40 13.99 26.7% 1.25 2.4% 94% True False 13,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.26
2.618 57.00
1.618 55.62
1.000 54.77
0.618 54.24
HIGH 53.39
0.618 52.86
0.500 52.70
0.382 52.54
LOW 52.01
0.618 51.16
1.000 50.63
1.618 49.78
2.618 48.40
4.250 46.15
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 52.70 52.40
PP 52.63 52.31
S1 52.56 52.22

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

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