NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 51.48 48.92 -2.56 -5.0% 49.98
High 51.53 49.14 -2.39 -4.6% 51.53
Low 47.93 47.10 -0.83 -1.7% 47.93
Close 48.82 47.55 -1.27 -2.6% 48.82
Range 3.60 2.04 -1.56 -43.3% 3.60
ATR 1.58 1.61 0.03 2.1% 0.00
Volume 60,339 29,295 -31,044 -51.4% 214,350
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.05 52.84 48.67
R3 52.01 50.80 48.11
R2 49.97 49.97 47.92
R1 48.76 48.76 47.74 48.35
PP 47.93 47.93 47.93 47.72
S1 46.72 46.72 47.36 46.31
S2 45.89 45.89 47.18
S3 43.85 44.68 46.99
S4 41.81 42.64 46.43
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.23 58.12 50.80
R3 56.63 54.52 49.81
R2 53.03 53.03 49.48
R1 50.92 50.92 49.15 50.18
PP 49.43 49.43 49.43 49.05
S1 47.32 47.32 48.49 46.58
S2 45.83 45.83 48.16
S3 42.23 43.72 47.83
S4 38.63 40.12 46.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.53 47.10 4.43 9.3% 2.04 4.3% 10% False True 44,746
10 51.53 47.10 4.43 9.3% 1.75 3.7% 10% False True 35,032
20 53.02 47.10 5.92 12.5% 1.50 3.2% 8% False True 28,632
40 53.02 45.03 7.99 16.8% 1.45 3.0% 32% False False 24,680
60 53.02 39.08 13.94 29.3% 1.45 3.1% 61% False False 22,061
80 53.02 39.08 13.94 29.3% 1.40 3.0% 61% False False 19,600
100 53.02 35.44 17.58 37.0% 1.42 3.0% 69% False False 17,883
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.81
2.618 54.48
1.618 52.44
1.000 51.18
0.618 50.40
HIGH 49.14
0.618 48.36
0.500 48.12
0.382 47.88
LOW 47.10
0.618 45.84
1.000 45.06
1.618 43.80
2.618 41.76
4.250 38.43
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 48.12 49.32
PP 47.93 48.73
S1 47.74 48.14

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

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