NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 50.47 48.85 -1.62 -3.2% 48.88
High 50.73 49.28 -1.45 -2.9% 51.67
Low 48.80 48.16 -0.64 -1.3% 48.71
Close 49.07 48.88 -0.19 -0.4% 49.07
Range 1.93 1.12 -0.81 -42.0% 2.96
ATR 1.45 1.42 -0.02 -1.6% 0.00
Volume 596,119 506,036 -90,083 -15.1% 2,805,984
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.13 51.63 49.50
R3 51.01 50.51 49.19
R2 49.89 49.89 49.09
R1 49.39 49.39 48.98 49.64
PP 48.77 48.77 48.77 48.90
S1 48.27 48.27 48.78 48.52
S2 47.65 47.65 48.67
S3 46.53 47.15 48.57
S4 45.41 46.03 48.26
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 48.16 3.51 7.2% 1.38 2.8% 21% False True 572,309
10 51.67 47.75 3.92 8.0% 1.34 2.7% 29% False False 540,372
20 51.67 46.84 4.83 9.9% 1.32 2.7% 42% False False 503,433
40 51.67 39.80 11.87 24.3% 1.57 3.2% 76% False False 338,892
60 51.67 37.50 14.17 29.0% 1.54 3.1% 80% False False 250,994
80 51.67 34.74 16.93 34.6% 1.55 3.2% 84% False False 197,384
100 51.67 32.05 19.62 40.1% 1.68 3.4% 86% False False 164,611
120 51.67 31.61 20.06 41.0% 1.64 3.4% 86% False False 139,219
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.04
2.618 52.21
1.618 51.09
1.000 50.40
0.618 49.97
HIGH 49.28
0.618 48.85
0.500 48.72
0.382 48.59
LOW 48.16
0.618 47.47
1.000 47.04
1.618 46.35
2.618 45.23
4.250 43.40
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 48.83 49.92
PP 48.77 49.57
S1 48.72 49.23

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

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