NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 47.45 45.99 -1.46 -3.1% 48.85
High 47.75 48.29 0.54 1.1% 49.28
Low 45.91 45.83 -0.08 -0.2% 45.83
Close 46.21 47.98 1.77 3.8% 47.98
Range 1.84 2.46 0.62 33.7% 3.45
ATR 1.45 1.52 0.07 5.0% 0.00
Volume 507,910 226,653 -281,257 -55.4% 2,224,613
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.75 53.82 49.33
R3 52.29 51.36 48.66
R2 49.83 49.83 48.43
R1 48.90 48.90 48.21 49.37
PP 47.37 47.37 47.37 47.60
S1 46.44 46.44 47.75 46.91
S2 44.91 44.91 47.53
S3 42.45 43.98 47.30
S4 39.99 41.52 46.63
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 58.05 56.46 49.88
R3 54.60 53.01 48.93
R2 51.15 51.15 48.61
R1 49.56 49.56 48.30 48.63
PP 47.70 47.70 47.70 47.23
S1 46.11 46.11 47.66 45.18
S2 44.25 44.25 47.35
S3 40.80 42.66 47.03
S4 37.35 39.21 46.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.28 45.83 3.45 7.2% 1.54 3.2% 62% False True 444,922
10 51.67 45.83 5.84 12.2% 1.47 3.1% 37% False True 503,059
20 51.67 45.83 5.84 12.2% 1.36 2.8% 37% False True 502,856
40 51.67 43.43 8.24 17.2% 1.51 3.1% 55% False False 370,098
60 51.67 37.50 14.17 29.5% 1.56 3.3% 74% False False 276,098
80 51.67 35.44 16.23 33.8% 1.55 3.2% 77% False False 217,207
100 51.67 33.14 18.53 38.6% 1.64 3.4% 80% False False 180,880
120 51.67 31.61 20.06 41.8% 1.67 3.5% 82% False False 153,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 58.75
2.618 54.73
1.618 52.27
1.000 50.75
0.618 49.81
HIGH 48.29
0.618 47.35
0.500 47.06
0.382 46.77
LOW 45.83
0.618 44.31
1.000 43.37
1.618 41.85
2.618 39.39
4.250 35.38
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 47.67 47.75
PP 47.37 47.51
S1 47.06 47.28

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

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