NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 49.80 50.22 0.42 0.8% 49.52
High 50.40 50.54 0.14 0.3% 49.91
Low 48.85 48.40 -0.45 -0.9% 46.40
Close 49.85 49.13 -0.72 -1.4% 48.56
Range 1.55 2.14 0.59 38.1% 3.51
ATR 1.51 1.56 0.04 3.0% 0.00
Volume 475,407 569,939 94,532 19.9% 1,502,416
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.78 54.59 50.31
R3 53.64 52.45 49.72
R2 51.50 51.50 49.52
R1 50.31 50.31 49.33 49.84
PP 49.36 49.36 49.36 49.12
S1 48.17 48.17 48.93 47.70
S2 47.22 47.22 48.74
S3 45.08 46.03 48.54
S4 42.94 43.89 47.95
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 50.54 46.40 4.14 8.4% 1.86 3.8% 66% True False 457,413
10 52.28 46.40 5.88 12.0% 1.61 3.3% 46% False False 346,914
20 52.28 46.40 5.88 12.0% 1.40 2.9% 46% False False 238,467
40 52.28 44.12 8.16 16.6% 1.49 3.0% 61% False False 152,416
60 52.28 38.14 14.14 28.8% 1.55 3.1% 78% False False 113,113
80 52.28 38.00 14.28 29.1% 1.50 3.0% 78% False False 90,769
100 52.28 33.98 18.30 37.2% 1.56 3.2% 83% False False 76,755
120 52.28 32.22 20.06 40.8% 1.60 3.3% 84% False False 65,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.64
2.618 56.14
1.618 54.00
1.000 52.68
0.618 51.86
HIGH 50.54
0.618 49.72
0.500 49.47
0.382 49.22
LOW 48.40
0.618 47.08
1.000 46.26
1.618 44.94
2.618 42.80
4.250 39.31
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 49.47 49.47
PP 49.36 49.36
S1 49.24 49.24

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

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