NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 48.06 49.55 1.49 3.1% 49.09
High 50.00 49.62 -0.38 -0.8% 50.54
Low 47.98 48.17 0.19 0.4% 46.70
Close 49.88 48.33 -1.55 -3.1% 47.64
Range 2.02 1.45 -0.57 -28.2% 3.84
ATR 1.76 1.75 0.00 -0.2% 0.00
Volume 511,476 508,736 -2,740 -0.5% 2,550,287
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.06 52.14 49.13
R3 51.61 50.69 48.73
R2 50.16 50.16 48.60
R1 49.24 49.24 48.46 48.98
PP 48.71 48.71 48.71 48.57
S1 47.79 47.79 48.20 47.53
S2 47.26 47.26 48.06
S3 45.81 46.34 47.93
S4 44.36 44.89 47.53
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 9.6% 2.20 4.5% 54% False False 534,624
10 50.54 45.83 4.71 9.7% 1.96 4.1% 53% False False 499,133
20 52.28 45.83 6.45 13.3% 1.65 3.4% 39% False False 361,885
40 52.28 44.12 8.16 16.9% 1.56 3.2% 52% False False 221,845
60 52.28 39.48 12.80 26.5% 1.61 3.3% 69% False False 161,638
80 52.28 38.14 14.14 29.3% 1.53 3.2% 72% False False 127,452
100 52.28 33.98 18.30 37.9% 1.58 3.3% 78% False False 106,135
120 52.28 32.22 20.06 41.5% 1.63 3.4% 80% False False 90,965
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.78
2.618 53.42
1.618 51.97
1.000 51.07
0.618 50.52
HIGH 49.62
0.618 49.07
0.500 48.90
0.382 48.72
LOW 48.17
0.618 47.27
1.000 46.72
1.618 45.82
2.618 44.37
4.250 42.01
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 48.90 48.31
PP 48.71 48.29
S1 48.52 48.27

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

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