NYMEX Light Sweet Crude Oil Future October 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 48.84 47.66 -1.18 -2.4% 50.55
High 49.11 49.80 0.69 1.4% 50.86
Low 47.40 47.65 0.25 0.5% 47.40
Close 47.68 49.53 1.85 3.9% 49.53
Range 1.71 2.15 0.44 25.7% 3.46
ATR 1.34 1.40 0.06 4.3% 0.00
Volume 29,704 27,061 -2,643 -8.9% 130,905
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.44 54.64 50.71
R3 53.29 52.49 50.12
R2 51.14 51.14 49.92
R1 50.34 50.34 49.73 50.74
PP 48.99 48.99 48.99 49.20
S1 48.19 48.19 49.33 48.59
S2 46.84 46.84 49.14
S3 44.69 46.04 48.94
S4 42.54 43.89 48.35
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.64 58.05 51.43
R3 56.18 54.59 50.48
R2 52.72 52.72 50.16
R1 51.13 51.13 49.85 50.20
PP 49.26 49.26 49.26 48.80
S1 47.67 47.67 49.21 46.74
S2 45.80 45.80 48.90
S3 42.34 44.21 48.58
S4 38.88 40.75 47.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.86 47.40 3.46 7.0% 1.41 2.8% 62% False False 26,181
10 53.02 47.40 5.62 11.3% 1.35 2.7% 38% False False 25,902
20 53.02 47.40 5.62 11.3% 1.23 2.5% 38% False False 21,678
40 53.02 44.86 8.16 16.5% 1.36 2.7% 57% False False 20,869
60 53.02 39.08 13.94 28.1% 1.38 2.8% 75% False False 19,022
80 53.02 37.52 15.50 31.3% 1.34 2.7% 77% False False 17,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 58.94
2.618 55.43
1.618 53.28
1.000 51.95
0.618 51.13
HIGH 49.80
0.618 48.98
0.500 48.73
0.382 48.47
LOW 47.65
0.618 46.32
1.000 45.50
1.618 44.17
2.618 42.02
4.250 38.51
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 49.26 49.26
PP 48.99 49.00
S1 48.73 48.73

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

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