NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 51.48 52.63 1.15 2.2% 51.29
High 52.57 53.58 1.01 1.9% 51.93
Low 51.48 52.63 1.15 2.2% 49.85
Close 52.49 53.42 0.93 1.8% 50.69
Range 1.09 0.95 -0.14 -12.8% 2.08
ATR 1.20 1.19 -0.01 -0.6% 0.00
Volume 7,595 11,926 4,331 57.0% 20,277
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.06 55.69 53.94
R3 55.11 54.74 53.68
R2 54.16 54.16 53.59
R1 53.79 53.79 53.51 53.98
PP 53.21 53.21 53.21 53.30
S1 52.84 52.84 53.33 53.03
S2 52.26 52.26 53.25
S3 51.31 51.89 53.16
S4 50.36 50.94 52.90
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 57.06 55.96 51.83
R3 54.98 53.88 51.26
R2 52.90 52.90 51.07
R1 51.80 51.80 50.88 51.31
PP 50.82 50.82 50.82 50.58
S1 49.72 49.72 50.50 49.23
S2 48.74 48.74 50.31
S3 46.66 47.64 50.12
S4 44.58 45.56 49.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.58 50.12 3.46 6.5% 0.96 1.8% 95% True False 7,185
10 53.58 49.85 3.73 7.0% 0.97 1.8% 96% True False 6,639
20 53.58 46.89 6.69 12.5% 1.01 1.9% 98% True False 6,423
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.62
2.618 56.07
1.618 55.12
1.000 54.53
0.618 54.17
HIGH 53.58
0.618 53.22
0.500 53.11
0.382 52.99
LOW 52.63
0.618 52.04
1.000 51.68
1.618 51.09
2.618 50.14
4.250 48.59
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 53.32 53.06
PP 53.21 52.70
S1 53.11 52.34

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

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