NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 50.92 50.17 -0.75 -1.5% 50.68
High 50.92 50.78 -0.14 -0.3% 53.62
Low 50.12 49.44 -0.68 -1.4% 50.59
Close 50.76 50.09 -0.67 -1.3% 51.42
Range 0.80 1.34 0.54 67.5% 3.03
ATR 1.30 1.30 0.00 0.2% 0.00
Volume 61,429 65,949 4,520 7.4% 280,567
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.12 53.45 50.83
R3 52.78 52.11 50.46
R2 51.44 51.44 50.34
R1 50.77 50.77 50.21 50.44
PP 50.10 50.10 50.10 49.94
S1 49.43 49.43 49.97 49.10
S2 48.76 48.76 49.84
S3 47.42 48.09 49.72
S4 46.08 46.75 49.35
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.97 59.22 53.09
R3 57.94 56.19 52.25
R2 54.91 54.91 51.98
R1 53.16 53.16 51.70 54.04
PP 51.88 51.88 51.88 52.31
S1 50.13 50.13 51.14 51.01
S2 48.85 48.85 50.86
S3 45.82 47.10 50.59
S4 42.79 44.07 49.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.62 49.44 4.18 8.3% 1.24 2.5% 16% False True 57,767
10 53.62 49.44 4.18 8.3% 1.21 2.4% 16% False True 54,903
20 53.62 48.91 4.71 9.4% 1.19 2.4% 25% False False 51,731
40 53.62 43.91 9.71 19.4% 1.37 2.7% 64% False False 56,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.48
2.618 54.29
1.618 52.95
1.000 52.12
0.618 51.61
HIGH 50.78
0.618 50.27
0.500 50.11
0.382 49.95
LOW 49.44
0.618 48.61
1.000 48.10
1.618 47.27
2.618 45.93
4.250 43.75
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 50.11 50.53
PP 50.10 50.38
S1 50.10 50.24

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

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