NYMEX Light Sweet Crude Oil Future August 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 46.55 49.09 2.54 5.5% 49.52
High 48.90 50.00 1.10 2.2% 49.91
Low 46.40 48.72 2.32 5.0% 46.40
Close 48.56 49.96 1.40 2.9% 48.56
Range 2.50 1.28 -1.22 -48.8% 3.51
ATR 1.51 1.51 -0.01 -0.4% 0.00
Volume 417,372 453,610 36,238 8.7% 1,502,416
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.40 52.96 50.66
R3 52.12 51.68 50.31
R2 50.84 50.84 50.19
R1 50.40 50.40 50.08 50.62
PP 49.56 49.56 49.56 49.67
S1 49.12 49.12 49.84 49.34
S2 48.28 48.28 49.73
S3 47.00 47.84 49.61
S4 45.72 46.56 49.26
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 50.00 46.40 3.60 7.2% 1.58 3.2% 99% True False 350,322
10 52.28 46.40 5.88 11.8% 1.49 3.0% 61% False False 291,143
20 52.28 46.40 5.88 11.8% 1.35 2.7% 61% False False 195,605
40 52.28 44.00 8.28 16.6% 1.48 3.0% 72% False False 128,115
60 52.28 38.14 14.14 28.3% 1.53 3.1% 84% False False 96,150
80 52.28 37.15 15.13 30.3% 1.49 3.0% 85% False False 78,277
100 52.28 33.98 18.30 36.6% 1.56 3.1% 87% False False 66,570
120 52.28 32.22 20.06 40.2% 1.59 3.2% 88% False False 56,955
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.44
2.618 53.35
1.618 52.07
1.000 51.28
0.618 50.79
HIGH 50.00
0.618 49.51
0.500 49.36
0.382 49.21
LOW 48.72
0.618 47.93
1.000 47.44
1.618 46.65
2.618 45.37
4.250 43.28
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 49.76 49.37
PP 49.56 48.79
S1 49.36 48.20

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

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