NYMEX Light Sweet Crude Oil Future November 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 49.23 47.90 -1.33 -2.7% 50.79
High 49.39 50.20 0.81 1.6% 51.27
Low 47.86 47.90 0.04 0.1% 47.86
Close 48.11 49.95 1.84 3.8% 49.95
Range 1.53 2.30 0.77 50.3% 3.41
ATR 1.30 1.37 0.07 5.5% 0.00
Volume 21,550 17,239 -4,311 -20.0% 96,236
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.25 55.40 51.22
R3 53.95 53.10 50.58
R2 51.65 51.65 50.37
R1 50.80 50.80 50.16 51.23
PP 49.35 49.35 49.35 49.56
S1 48.50 48.50 49.74 48.93
S2 47.05 47.05 49.53
S3 44.75 46.20 49.32
S4 42.45 43.90 48.69
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.92 58.35 51.83
R3 56.51 54.94 50.89
R2 53.10 53.10 50.58
R1 51.53 51.53 50.26 50.61
PP 49.69 49.69 49.69 49.24
S1 48.12 48.12 49.64 47.20
S2 46.28 46.28 49.32
S3 42.87 44.71 49.01
S4 39.46 41.30 48.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.27 47.86 3.41 6.8% 1.39 2.8% 61% False False 19,247
10 53.39 47.86 5.53 11.1% 1.32 2.7% 38% False False 18,436
20 53.39 47.86 5.53 11.1% 1.21 2.4% 38% False False 15,875
40 53.39 45.25 8.14 16.3% 1.28 2.6% 58% False False 15,343
60 53.39 39.40 13.99 28.0% 1.30 2.6% 75% False False 14,156
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 59.98
2.618 56.22
1.618 53.92
1.000 52.50
0.618 51.62
HIGH 50.20
0.618 49.32
0.500 49.05
0.382 48.78
LOW 47.90
0.618 46.48
1.000 45.60
1.618 44.18
2.618 41.88
4.250 38.13
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 49.65 49.68
PP 49.35 49.41
S1 49.05 49.14

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

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