NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 48.78 50.22 1.44 3.0% 49.48
High 50.70 50.30 -0.40 -0.8% 51.11
Low 48.70 48.85 0.15 0.3% 47.39
Close 50.58 49.01 -1.57 -3.1% 48.31
Range 2.00 1.45 -0.55 -27.5% 3.72
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 152,340 147,276 -5,064 -3.3% 545,071
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.74 52.82 49.81
R3 52.29 51.37 49.41
R2 50.84 50.84 49.28
R1 49.92 49.92 49.14 49.66
PP 49.39 49.39 49.39 49.25
S1 48.47 48.47 48.88 48.21
S2 47.94 47.94 48.74
S3 46.49 47.02 48.61
S4 45.04 45.57 48.21
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.10 57.92 50.36
R3 56.38 54.20 49.33
R2 52.66 52.66 48.99
R1 50.48 50.48 48.65 49.71
PP 48.94 48.94 48.94 48.55
S1 46.76 46.76 47.97 45.99
S2 45.22 45.22 47.63
S3 41.50 43.04 47.29
S4 37.78 39.32 46.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.08 46.53 4.55 9.3% 2.18 4.4% 55% False False 135,794
10 51.11 46.53 4.58 9.3% 1.94 4.0% 54% False False 115,763
20 52.73 46.53 6.20 12.7% 1.62 3.3% 40% False False 99,330
40 52.73 44.53 8.20 16.7% 1.53 3.1% 55% False False 72,541
60 52.73 39.96 12.77 26.1% 1.57 3.2% 71% False False 60,991
80 52.73 38.67 14.06 28.7% 1.50 3.1% 74% False False 53,026
100 52.73 34.69 18.04 36.8% 1.55 3.2% 79% False False 47,614
120 52.73 32.85 19.88 40.6% 1.60 3.3% 81% False False 42,915
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.46
2.618 54.10
1.618 52.65
1.000 51.75
0.618 51.20
HIGH 50.30
0.618 49.75
0.500 49.58
0.382 49.40
LOW 48.85
0.618 47.95
1.000 47.40
1.618 46.50
2.618 45.05
4.250 42.69
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 49.58 48.99
PP 49.39 48.98
S1 49.20 48.96

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

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