NYMEX Light Sweet Crude Oil Future July 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 50.41 51.45 1.04 2.1% 49.54
High 51.62 51.67 0.05 0.1% 50.10
Low 50.32 50.23 -0.09 -0.2% 47.75
Close 51.23 50.56 -0.67 -1.3% 48.62
Range 1.30 1.44 0.14 10.8% 2.35
ATR 1.41 1.41 0.00 0.2% 0.00
Volume 656,416 560,723 -95,693 -14.6% 2,091,707
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.14 54.29 51.35
R3 53.70 52.85 50.96
R2 52.26 52.26 50.82
R1 51.41 51.41 50.69 51.12
PP 50.82 50.82 50.82 50.67
S1 49.97 49.97 50.43 49.68
S2 49.38 49.38 50.30
S3 47.94 48.53 50.16
S4 46.50 47.09 49.77
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.87 54.60 49.91
R3 53.52 52.25 49.27
R2 51.17 51.17 49.05
R1 49.90 49.90 48.84 49.36
PP 48.82 48.82 48.82 48.56
S1 47.55 47.55 48.40 47.01
S2 46.47 46.47 48.19
S3 44.12 45.20 47.97
S4 41.77 42.85 47.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.67 48.33 3.34 6.6% 1.22 2.4% 67% True False 538,179
10 51.67 47.75 3.92 7.8% 1.23 2.4% 72% True False 519,642
20 51.67 46.34 5.33 10.5% 1.27 2.5% 79% True False 471,891
40 51.67 39.80 11.87 23.5% 1.57 3.1% 91% True False 316,394
60 51.67 37.50 14.17 28.0% 1.54 3.0% 92% True False 233,836
80 51.67 34.74 16.93 33.5% 1.57 3.1% 93% True False 184,450
100 51.67 31.61 20.06 39.7% 1.69 3.3% 94% True False 154,042
120 51.67 31.61 20.06 39.7% 1.63 3.2% 94% True False 130,165
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 0.35
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.79
2.618 55.44
1.618 54.00
1.000 53.11
0.618 52.56
HIGH 51.67
0.618 51.12
0.500 50.95
0.382 50.78
LOW 50.23
0.618 49.34
1.000 48.79
1.618 47.90
2.618 46.46
4.250 44.11
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 50.95 50.56
PP 50.82 50.56
S1 50.69 50.56

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

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