NYMEX Light Sweet Crude Oil Future October 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 49.33 50.68 1.35 2.7% 49.98
High 51.27 50.85 -0.42 -0.8% 51.53
Low 49.26 49.43 0.17 0.3% 47.93
Close 51.15 49.59 -1.56 -3.0% 48.82
Range 2.01 1.42 -0.59 -29.4% 3.60
ATR 1.67 1.67 0.00 0.2% 0.00
Volume 53,684 69,564 15,880 29.6% 214,350
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.22 53.32 50.37
R3 52.80 51.90 49.98
R2 51.38 51.38 49.85
R1 50.48 50.48 49.72 50.22
PP 49.96 49.96 49.96 49.83
S1 49.06 49.06 49.46 48.80
S2 48.54 48.54 49.33
S3 47.12 47.64 49.20
S4 45.70 46.22 48.81
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 8.9% 2.14 4.3% 56% False False 50,692
10 51.53 47.10 4.43 8.9% 1.87 3.8% 56% False False 43,453
20 53.02 47.10 5.92 11.9% 1.55 3.1% 42% False False 34,003
40 53.02 45.03 7.99 16.1% 1.46 2.9% 57% False False 27,461
60 53.02 40.34 12.68 25.6% 1.47 3.0% 73% False False 24,153
80 53.02 39.08 13.94 28.1% 1.40 2.8% 75% False False 21,276
100 53.02 35.44 17.58 35.5% 1.44 2.9% 80% False False 19,099
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 0.18
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.89
2.618 54.57
1.618 53.15
1.000 52.27
0.618 51.73
HIGH 50.85
0.618 50.31
0.500 50.14
0.382 49.97
LOW 49.43
0.618 48.55
1.000 48.01
1.618 47.13
2.618 45.71
4.250 43.40
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 50.14 49.58
PP 49.96 49.56
S1 49.77 49.55

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

View Archives - Comment on this page... - Back to Index of Symbols