NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 31-May-2016
Day Change Summary
Previous Current
27-May-2016 31-May-2016 Change Change % Previous Week
Open 50.91 51.26 0.35 0.7% 50.13
High 51.27 51.76 0.49 1.0% 51.69
Low 50.34 50.56 0.22 0.4% 49.12
Close 51.09 50.86 -0.23 -0.5% 51.09
Range 0.93 1.20 0.27 29.0% 2.57
ATR 1.36 1.34 -0.01 -0.8% 0.00
Volume 35,494 43,923 8,429 23.7% 245,348
Daily Pivots for day following 31-May-2016
Classic Woodie Camarilla DeMark
R4 54.66 53.96 51.52
R3 53.46 52.76 51.19
R2 52.26 52.26 51.08
R1 51.56 51.56 50.97 51.31
PP 51.06 51.06 51.06 50.94
S1 50.36 50.36 50.75 50.11
S2 49.86 49.86 50.64
S3 48.66 49.16 50.53
S4 47.46 47.96 50.20
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 58.34 57.29 52.50
R3 55.77 54.72 51.80
R2 53.20 53.20 51.56
R1 52.15 52.15 51.33 52.68
PP 50.63 50.63 50.63 50.90
S1 49.58 49.58 50.85 50.11
S2 48.06 48.06 50.62
S3 45.49 47.01 50.38
S4 42.92 44.44 49.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.76 49.37 2.39 4.7% 1.09 2.1% 62% True False 50,344
10 51.76 48.91 2.85 5.6% 1.13 2.2% 68% True False 49,278
20 51.76 45.53 6.23 12.2% 1.39 2.7% 86% True False 58,773
40 51.76 39.70 12.06 23.7% 1.47 2.9% 93% True False 58,928
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.86
2.618 54.90
1.618 53.70
1.000 52.96
0.618 52.50
HIGH 51.76
0.618 51.30
0.500 51.16
0.382 51.02
LOW 50.56
0.618 49.82
1.000 49.36
1.618 48.62
2.618 47.42
4.250 45.46
Fisher Pivots for day following 31-May-2016
Pivot 1 day 3 day
R1 51.16 51.05
PP 51.06 50.99
S1 50.96 50.92

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

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