NYMEX Light Sweet Crude Oil Future October 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 50.77 51.29 0.52 1.0% 50.55
High 51.42 51.53 0.11 0.2% 50.86
Low 49.90 49.54 -0.36 -0.7% 47.40
Close 50.93 50.28 -0.65 -1.3% 49.53
Range 1.52 1.99 0.47 30.9% 3.46
ATR 1.41 1.45 0.04 2.9% 0.00
Volume 34,605 66,627 32,022 92.5% 130,905
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.42 55.34 51.37
R3 54.43 53.35 50.83
R2 52.44 52.44 50.64
R1 51.36 51.36 50.46 50.91
PP 50.45 50.45 50.45 50.22
S1 49.37 49.37 50.10 48.92
S2 48.46 48.46 49.92
S3 46.47 47.38 49.73
S4 44.48 45.39 49.19
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 51.53 47.40 4.13 8.2% 1.73 3.4% 70% True False 35,582
10 53.01 47.40 5.61 11.2% 1.48 2.9% 51% False False 30,984
20 53.02 47.40 5.62 11.2% 1.31 2.6% 51% False False 25,259
40 53.02 45.03 7.99 15.9% 1.38 2.7% 66% False False 22,752
60 53.02 39.08 13.94 27.7% 1.41 2.8% 80% False False 20,620
80 53.02 39.08 13.94 27.7% 1.35 2.7% 80% False False 18,491
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 0.26
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.99
2.618 56.74
1.618 54.75
1.000 53.52
0.618 52.76
HIGH 51.53
0.618 50.77
0.500 50.54
0.382 50.30
LOW 49.54
0.618 48.31
1.000 47.55
1.618 46.32
2.618 44.33
4.250 41.08
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 50.54 50.54
PP 50.45 50.45
S1 50.37 50.37

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

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