NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 49.81 49.23 -0.58 -1.2% 50.48
High 50.41 49.39 -1.02 -2.0% 53.39
Low 49.11 47.86 -1.25 -2.5% 50.48
Close 49.75 48.11 -1.64 -3.3% 51.09
Range 1.30 1.53 0.23 17.7% 2.91
ATR 1.25 1.30 0.05 3.7% 0.00
Volume 21,083 21,550 467 2.2% 88,126
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.04 52.11 48.95
R3 51.51 50.58 48.53
R2 49.98 49.98 48.39
R1 49.05 49.05 48.25 48.75
PP 48.45 48.45 48.45 48.31
S1 47.52 47.52 47.97 47.22
S2 46.92 46.92 47.83
S3 45.39 45.99 47.69
S4 43.86 44.46 47.27
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.38 58.65 52.69
R3 57.47 55.74 51.89
R2 54.56 54.56 51.62
R1 52.83 52.83 51.36 53.70
PP 51.65 51.65 51.65 52.09
S1 49.92 49.92 50.82 50.79
S2 48.74 48.74 50.56
S3 45.83 47.01 50.29
S4 42.92 44.10 49.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.49 47.86 4.63 9.6% 1.26 2.6% 5% False True 19,761
10 53.39 47.86 5.53 11.5% 1.19 2.5% 5% False True 17,721
20 53.39 47.86 5.53 11.5% 1.16 2.4% 5% False True 15,392
40 53.39 45.25 8.14 16.9% 1.25 2.6% 35% False False 15,386
60 53.39 39.40 13.99 29.1% 1.28 2.7% 62% False False 14,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.20
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.89
2.618 53.40
1.618 51.87
1.000 50.92
0.618 50.34
HIGH 49.39
0.618 48.81
0.500 48.63
0.382 48.44
LOW 47.86
0.618 46.91
1.000 46.33
1.618 45.38
2.618 43.85
4.250 41.36
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 48.63 49.21
PP 48.45 48.84
S1 48.28 48.48

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

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