NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 49.48 50.30 0.82 1.7% 50.11
High 50.54 50.99 0.45 0.9% 50.45
Low 49.25 49.42 0.17 0.3% 46.94
Close 50.50 50.45 -0.05 -0.1% 49.09
Range 1.29 1.57 0.28 21.7% 3.51
ATR 1.48 1.49 0.01 0.4% 0.00
Volume 63,243 95,888 32,645 51.6% 411,040
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.00 54.29 51.31
R3 53.43 52.72 50.88
R2 51.86 51.86 50.74
R1 51.15 51.15 50.59 51.51
PP 50.29 50.29 50.29 50.46
S1 49.58 49.58 50.31 49.94
S2 48.72 48.72 50.16
S3 47.15 48.01 50.02
S4 45.58 46.44 49.59
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 50.99 46.94 4.05 8.0% 1.69 3.4% 87% True False 79,465
10 52.73 46.94 5.79 11.5% 1.50 3.0% 61% False False 87,697
20 52.73 46.94 5.79 11.5% 1.35 2.7% 61% False False 70,195
40 52.73 44.51 8.22 16.3% 1.45 2.9% 72% False False 55,434
60 52.73 38.67 14.06 27.9% 1.50 3.0% 84% False False 48,847
80 52.73 37.78 14.95 29.6% 1.45 2.9% 85% False False 43,994
100 52.73 34.69 18.04 35.8% 1.52 3.0% 87% False False 40,322
120 52.73 32.85 19.88 39.4% 1.56 3.1% 89% False False 35,730
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.66
2.618 55.10
1.618 53.53
1.000 52.56
0.618 51.96
HIGH 50.99
0.618 50.39
0.500 50.21
0.382 50.02
LOW 49.42
0.618 48.45
1.000 47.85
1.618 46.88
2.618 45.31
4.250 42.75
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 50.37 49.96
PP 50.29 49.46
S1 50.21 48.97

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

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