NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 48.41 47.02 -1.39 -2.9% 50.11
High 48.68 49.41 0.73 1.5% 50.45
Low 46.96 46.94 -0.02 0.0% 46.94
Close 47.25 49.09 1.84 3.9% 49.09
Range 1.72 2.47 0.75 43.6% 3.51
ATR 1.40 1.48 0.08 5.4% 0.00
Volume 81,237 76,301 -4,936 -6.1% 411,040
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.89 54.96 50.45
R3 53.42 52.49 49.77
R2 50.95 50.95 49.54
R1 50.02 50.02 49.32 50.49
PP 48.48 48.48 48.48 48.71
S1 47.55 47.55 48.86 48.02
S2 46.01 46.01 48.64
S3 43.54 45.08 48.41
S4 41.07 42.61 47.73
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.36 57.73 51.02
R3 55.85 54.22 50.06
R2 52.34 52.34 49.73
R1 50.71 50.71 49.41 49.77
PP 48.83 48.83 48.83 48.36
S1 47.20 47.20 48.77 46.26
S2 45.32 45.32 48.45
S3 41.81 43.69 48.12
S4 38.30 40.18 47.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.45 46.94 3.51 7.2% 1.50 3.1% 61% False True 82,208
10 52.73 46.94 5.79 11.8% 1.44 2.9% 37% False True 86,206
20 52.73 46.94 5.79 11.8% 1.32 2.7% 37% False True 65,601
40 52.73 44.51 8.22 16.7% 1.44 2.9% 56% False False 53,095
60 52.73 38.67 14.06 28.6% 1.49 3.0% 74% False False 46,746
80 52.73 36.93 15.80 32.2% 1.46 3.0% 77% False False 42,594
100 52.73 34.69 18.04 36.7% 1.54 3.1% 80% False False 39,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 59.91
2.618 55.88
1.618 53.41
1.000 51.88
0.618 50.94
HIGH 49.41
0.618 48.47
0.500 48.18
0.382 47.88
LOW 46.94
0.618 45.41
1.000 44.47
1.618 42.94
2.618 40.47
4.250 36.44
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 48.79 48.83
PP 48.48 48.57
S1 48.18 48.31

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

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