NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 46.59 48.06 1.47 3.2% 49.09
High 48.18 50.00 1.82 3.8% 50.54
Low 46.54 47.98 1.44 3.1% 46.70
Close 47.85 49.88 2.03 4.2% 47.64
Range 1.64 2.02 0.38 23.2% 3.84
ATR 1.73 1.76 0.03 1.7% 0.00
Volume 498,851 511,476 12,625 2.5% 2,550,287
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.35 54.63 50.99
R3 53.33 52.61 50.44
R2 51.31 51.31 50.25
R1 50.59 50.59 50.07 50.95
PP 49.29 49.29 49.29 49.47
S1 48.57 48.57 49.69 48.93
S2 47.27 47.27 49.51
S3 45.25 46.55 49.32
S4 43.23 44.53 48.77
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 50.45 45.83 4.62 9.3% 2.14 4.3% 88% False False 513,254
10 50.54 45.83 4.71 9.4% 2.00 4.0% 86% False False 485,333
20 52.28 45.83 6.45 12.9% 1.65 3.3% 63% False False 341,813
40 52.28 44.12 8.16 16.4% 1.57 3.1% 71% False False 210,659
60 52.28 38.94 13.34 26.7% 1.61 3.2% 82% False False 153,801
80 52.28 38.14 14.14 28.3% 1.54 3.1% 83% False False 121,373
100 52.28 33.98 18.30 36.7% 1.58 3.2% 87% False False 101,320
120 52.28 32.22 20.06 40.2% 1.62 3.3% 88% False False 86,787
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.59
2.618 55.29
1.618 53.27
1.000 52.02
0.618 51.25
HIGH 50.00
0.618 49.23
0.500 48.99
0.382 48.75
LOW 47.98
0.618 46.73
1.000 45.96
1.618 44.71
2.618 42.69
4.250 39.40
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 49.58 49.23
PP 49.29 48.57
S1 48.99 47.92

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

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