NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 50.30 47.81 -2.49 -5.0% 49.09
High 50.45 47.96 -2.49 -4.9% 50.54
Low 46.70 45.83 -0.87 -1.9% 46.70
Close 47.64 46.33 -1.31 -2.7% 47.64
Range 3.75 2.13 -1.62 -43.2% 3.84
ATR 1.69 1.72 0.03 1.9% 0.00
Volume 649,446 504,613 -144,833 -22.3% 2,550,287
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.10 51.84 47.50
R3 50.97 49.71 46.92
R2 48.84 48.84 46.72
R1 47.58 47.58 46.53 47.15
PP 46.71 46.71 46.71 46.49
S1 45.45 45.45 46.13 45.02
S2 44.58 44.58 45.94
S3 42.45 43.32 45.74
S4 40.32 41.19 45.16
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.81 57.57 49.75
R3 55.97 53.73 48.70
R2 52.13 52.13 48.34
R1 49.89 49.89 47.99 49.09
PP 48.29 48.29 48.29 47.90
S1 46.05 46.05 47.29 45.25
S2 44.45 44.45 46.94
S3 40.61 42.21 46.58
S4 36.77 38.37 45.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.54 45.83 4.71 10.2% 2.14 4.6% 11% False True 520,258
10 50.54 45.83 4.71 10.2% 1.86 4.0% 11% False True 435,290
20 52.28 45.83 6.45 13.9% 1.61 3.5% 8% False True 302,915
40 52.28 44.12 8.16 17.6% 1.56 3.4% 27% False False 187,875
60 52.28 38.14 14.14 30.5% 1.59 3.4% 58% False False 137,848
80 52.28 38.14 14.14 30.5% 1.54 3.3% 58% False False 109,268
100 52.28 33.98 18.30 39.5% 1.57 3.4% 67% False False 91,668
120 52.28 32.22 20.06 43.3% 1.62 3.5% 70% False False 78,472
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 57.01
2.618 53.54
1.618 51.41
1.000 50.09
0.618 49.28
HIGH 47.96
0.618 47.15
0.500 46.90
0.382 46.64
LOW 45.83
0.618 44.51
1.000 43.70
1.618 42.38
2.618 40.25
4.250 36.78
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 46.90 48.14
PP 46.71 47.54
S1 46.52 46.93

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

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