NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 50.30 50.79 0.49 1.0% 50.11
High 50.99 51.11 0.12 0.2% 50.45
Low 49.42 49.04 -0.38 -0.8% 46.94
Close 50.45 49.78 -0.67 -1.3% 49.09
Range 1.57 2.07 0.50 31.8% 3.51
ATR 1.49 1.53 0.04 2.8% 0.00
Volume 95,888 147,669 51,781 54.0% 411,040
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.19 55.05 50.92
R3 54.12 52.98 50.35
R2 52.05 52.05 50.16
R1 50.91 50.91 49.97 50.45
PP 49.98 49.98 49.98 49.74
S1 48.84 48.84 49.59 48.38
S2 47.91 47.91 49.40
S3 45.84 46.77 49.21
S4 43.77 44.70 48.64
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 51.11 46.94 4.17 8.4% 1.82 3.7% 68% True False 92,867
10 52.73 46.94 5.79 11.6% 1.57 3.2% 49% False False 91,545
20 52.73 46.94 5.79 11.6% 1.38 2.8% 49% False False 74,806
40 52.73 44.53 8.20 16.5% 1.45 2.9% 64% False False 58,458
60 52.73 38.67 14.06 28.2% 1.51 3.0% 79% False False 51,000
80 52.73 38.62 14.11 28.3% 1.46 2.9% 79% False False 45,563
100 52.73 34.69 18.04 36.2% 1.52 3.1% 84% False False 41,532
120 52.73 32.85 19.88 39.9% 1.58 3.2% 85% False False 36,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.91
2.618 56.53
1.618 54.46
1.000 53.18
0.618 52.39
HIGH 51.11
0.618 50.32
0.500 50.08
0.382 49.83
LOW 49.04
0.618 47.76
1.000 46.97
1.618 45.69
2.618 43.62
4.250 40.24
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 50.08 50.08
PP 49.98 49.98
S1 49.88 49.88

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

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