NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 48.95 48.41 -0.54 -1.1% 49.78
High 49.68 48.68 -1.00 -2.0% 52.73
Low 48.27 46.96 -1.31 -2.7% 49.64
Close 48.95 47.25 -1.70 -3.5% 50.24
Range 1.41 1.72 0.31 22.0% 3.09
ATR 1.36 1.40 0.05 3.3% 0.00
Volume 80,660 81,237 577 0.7% 451,022
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.79 51.74 48.20
R3 51.07 50.02 47.72
R2 49.35 49.35 47.57
R1 48.30 48.30 47.41 47.97
PP 47.63 47.63 47.63 47.46
S1 46.58 46.58 47.09 46.25
S2 45.91 45.91 46.93
S3 44.19 44.86 46.78
S4 42.47 43.14 46.30
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.14 58.28 51.94
R3 57.05 55.19 51.09
R2 53.96 53.96 50.81
R1 52.10 52.10 50.52 53.03
PP 50.87 50.87 50.87 51.34
S1 49.01 49.01 49.96 49.94
S2 47.78 47.78 49.67
S3 44.69 45.92 49.39
S4 41.60 42.83 48.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.84 46.96 4.88 10.3% 1.38 2.9% 6% False True 87,413
10 52.73 46.96 5.77 12.2% 1.30 2.8% 5% False True 82,897
20 52.73 46.96 5.77 12.2% 1.27 2.7% 5% False True 63,382
40 52.73 44.51 8.22 17.4% 1.41 3.0% 33% False False 52,180
60 52.73 38.67 14.06 29.8% 1.47 3.1% 61% False False 45,896
80 52.73 36.21 16.52 35.0% 1.46 3.1% 67% False False 41,897
100 52.73 34.69 18.04 38.2% 1.54 3.3% 70% False False 38,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.26
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.99
2.618 53.18
1.618 51.46
1.000 50.40
0.618 49.74
HIGH 48.68
0.618 48.02
0.500 47.82
0.382 47.62
LOW 46.96
0.618 45.90
1.000 45.24
1.618 44.18
2.618 42.46
4.250 39.65
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 47.82 48.36
PP 47.63 47.99
S1 47.44 47.62

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

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