NYMEX Light Sweet Crude Oil Future August 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 47.98 46.55 -1.43 -3.0% 49.52
High 48.25 48.90 0.65 1.3% 49.91
Low 46.44 46.40 -0.04 -0.1% 46.40
Close 46.74 48.56 1.82 3.9% 48.56
Range 1.81 2.50 0.69 38.1% 3.51
ATR 1.44 1.51 0.08 5.3% 0.00
Volume 370,737 417,372 46,635 12.6% 1,502,416
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.45 54.51 49.94
R3 52.95 52.01 49.25
R2 50.45 50.45 49.02
R1 49.51 49.51 48.79 49.98
PP 47.95 47.95 47.95 48.19
S1 47.01 47.01 48.33 47.48
S2 45.45 45.45 48.10
S3 42.95 44.51 47.87
S4 40.45 42.01 47.19
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 58.82 57.20 50.49
R3 55.31 53.69 49.53
R2 51.80 51.80 49.20
R1 50.18 50.18 48.88 49.24
PP 48.29 48.29 48.29 47.82
S1 46.67 46.67 48.24 45.73
S2 44.78 44.78 47.92
S3 41.27 43.16 47.59
S4 37.76 39.65 46.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.91 46.40 3.51 7.2% 1.55 3.2% 62% False True 300,483
10 52.28 46.40 5.88 12.1% 1.48 3.0% 37% False True 257,470
20 52.28 46.40 5.88 12.1% 1.35 2.8% 37% False True 176,929
40 52.28 44.00 8.28 17.1% 1.48 3.1% 55% False False 117,331
60 52.28 38.14 14.14 29.1% 1.53 3.1% 74% False False 88,937
80 52.28 36.23 16.05 33.1% 1.50 3.1% 77% False False 72,850
100 52.28 33.98 18.30 37.7% 1.57 3.2% 80% False False 62,214
120 52.28 32.22 20.06 41.3% 1.59 3.3% 81% False False 53,189
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 0.26
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 59.53
2.618 55.45
1.618 52.95
1.000 51.40
0.618 50.45
HIGH 48.90
0.618 47.95
0.500 47.65
0.382 47.36
LOW 46.40
0.618 44.86
1.000 43.90
1.618 42.36
2.618 39.86
4.250 35.78
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 48.26 48.31
PP 47.95 48.06
S1 47.65 47.82

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.