NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 51.45 50.47 -0.98 -1.9% 48.88
High 51.67 50.73 -0.94 -1.8% 51.67
Low 50.23 48.80 -1.43 -2.8% 48.71
Close 50.56 49.07 -1.49 -2.9% 49.07
Range 1.44 1.93 0.49 34.0% 2.96
ATR 1.41 1.45 0.04 2.6% 0.00
Volume 560,723 596,119 35,396 6.3% 2,805,984
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.32 54.13 50.13
R3 53.39 52.20 49.60
R2 51.46 51.46 49.42
R1 50.27 50.27 49.25 49.90
PP 49.53 49.53 49.53 49.35
S1 48.34 48.34 48.89 47.97
S2 47.60 47.60 48.72
S3 45.67 46.41 48.54
S4 43.74 44.48 48.01
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 58.70 56.84 50.70
R3 55.74 53.88 49.88
R2 52.78 52.78 49.61
R1 50.92 50.92 49.34 51.85
PP 49.82 49.82 49.82 50.28
S1 47.96 47.96 48.80 48.89
S2 46.86 46.86 48.53
S3 43.90 45.00 48.26
S4 40.94 42.04 47.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.67 48.71 2.96 6.0% 1.39 2.8% 12% False False 561,196
10 51.67 47.75 3.92 8.0% 1.32 2.7% 34% False False 530,407
20 51.67 46.53 5.14 10.5% 1.30 2.7% 49% False False 487,683
40 51.67 39.80 11.87 24.2% 1.59 3.2% 78% False False 329,415
60 51.67 37.50 14.17 28.9% 1.54 3.1% 82% False False 243,243
80 51.67 34.74 16.93 34.5% 1.56 3.2% 85% False False 191,427
100 51.67 31.61 20.06 40.9% 1.69 3.4% 87% False False 159,793
120 51.67 31.61 20.06 40.9% 1.64 3.3% 87% False False 135,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 58.93
2.618 55.78
1.618 53.85
1.000 52.66
0.618 51.92
HIGH 50.73
0.618 49.99
0.500 49.77
0.382 49.54
LOW 48.80
0.618 47.61
1.000 46.87
1.618 45.68
2.618 43.75
4.250 40.60
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 49.77 50.24
PP 49.53 49.85
S1 49.30 49.46

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

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