NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 45.99 48.29 2.30 5.0% 48.85
High 48.29 49.42 1.13 2.3% 49.28
Low 45.83 48.14 2.31 5.0% 45.83
Close 47.98 49.37 1.39 2.9% 47.98
Range 2.46 1.28 -1.18 -48.0% 3.45
ATR 1.52 1.51 -0.01 -0.4% 0.00
Volume 226,653 98,293 -128,360 -56.6% 2,224,613
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.82 52.37 50.07
R3 51.54 51.09 49.72
R2 50.26 50.26 49.60
R1 49.81 49.81 49.49 50.04
PP 48.98 48.98 48.98 49.09
S1 48.53 48.53 49.25 48.76
S2 47.70 47.70 49.14
S3 46.42 47.25 49.02
S4 45.14 45.97 48.67
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 49.42 45.83 3.59 7.3% 1.57 3.2% 99% True False 363,374
10 51.67 45.83 5.84 11.8% 1.48 3.0% 61% False False 467,841
20 51.67 45.83 5.84 11.8% 1.35 2.7% 61% False False 480,868
40 51.67 43.43 8.24 16.7% 1.51 3.1% 72% False False 370,353
60 51.67 37.50 14.17 28.7% 1.56 3.2% 84% False False 276,797
80 51.67 36.47 15.20 30.8% 1.54 3.1% 85% False False 217,983
100 51.67 33.14 18.53 37.5% 1.63 3.3% 88% False False 181,550
120 51.67 31.61 20.06 40.6% 1.67 3.4% 89% False False 154,124
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 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.86
2.618 52.77
1.618 51.49
1.000 50.70
0.618 50.21
HIGH 49.42
0.618 48.93
0.500 48.78
0.382 48.63
LOW 48.14
0.618 47.35
1.000 46.86
1.618 46.07
2.618 44.79
4.250 42.70
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 49.17 48.79
PP 48.98 48.21
S1 48.78 47.63

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

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