NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 49.55 48.38 -1.17 -2.4% 47.81
High 49.62 49.30 -0.32 -0.6% 50.00
Low 48.17 47.90 -0.27 -0.6% 45.83
Close 48.33 48.99 0.66 1.4% 48.99
Range 1.45 1.40 -0.05 -3.4% 4.17
ATR 1.75 1.73 -0.03 -1.4% 0.00
Volume 508,736 405,187 -103,549 -20.4% 2,428,863
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.93 52.36 49.76
R3 51.53 50.96 49.38
R2 50.13 50.13 49.25
R1 49.56 49.56 49.12 49.85
PP 48.73 48.73 48.73 48.87
S1 48.16 48.16 48.86 48.45
S2 47.33 47.33 48.73
S3 45.93 46.76 48.61
S4 44.53 45.36 48.22
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.78 59.06 51.28
R3 56.61 54.89 50.14
R2 52.44 52.44 49.75
R1 50.72 50.72 49.37 51.58
PP 48.27 48.27 48.27 48.71
S1 46.55 46.55 48.61 47.41
S2 44.10 44.10 48.23
S3 39.93 42.38 47.84
S4 35.76 38.21 46.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 45.83 4.17 8.5% 1.73 3.5% 76% False False 485,772
10 50.54 45.83 4.71 9.6% 1.85 3.8% 67% False False 497,915
20 52.28 45.83 6.45 13.2% 1.67 3.4% 49% False False 377,692
40 52.28 44.12 8.16 16.7% 1.55 3.2% 60% False False 230,141
60 52.28 40.13 12.15 24.8% 1.61 3.3% 73% False False 167,911
80 52.28 38.14 14.14 28.9% 1.53 3.1% 77% False False 132,205
100 52.28 33.98 18.30 37.4% 1.57 3.2% 82% False False 109,961
120 52.28 32.22 20.06 40.9% 1.62 3.3% 84% False False 94,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 55.25
2.618 52.97
1.618 51.57
1.000 50.70
0.618 50.17
HIGH 49.30
0.618 48.77
0.500 48.60
0.382 48.43
LOW 47.90
0.618 47.03
1.000 46.50
1.618 45.63
2.618 44.23
4.250 41.95
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 48.86 48.98
PP 48.73 48.96
S1 48.60 48.95

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

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