NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 48.32 50.63 2.31 4.8% 51.22
High 50.55 51.74 1.19 2.4% 51.62
Low 48.19 50.42 2.23 4.6% 48.19
Close 50.30 51.71 1.41 2.8% 50.30
Range 2.36 1.32 -1.04 -44.1% 3.43
ATR 1.41 1.42 0.00 0.1% 0.00
Volume 56,972 48,072 -8,900 -15.6% 305,650
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.25 54.80 52.44
R3 53.93 53.48 52.07
R2 52.61 52.61 51.95
R1 52.16 52.16 51.83 52.39
PP 51.29 51.29 51.29 51.40
S1 50.84 50.84 51.59 51.07
S2 49.97 49.97 51.47
S3 48.65 49.52 51.35
S4 47.33 48.20 50.98
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.33 58.74 52.19
R3 56.90 55.31 51.24
R2 53.47 53.47 50.93
R1 51.88 51.88 50.61 50.96
PP 50.04 50.04 50.04 49.58
S1 48.45 48.45 49.99 47.53
S2 46.61 46.61 49.67
S3 43.18 45.02 49.36
S4 39.75 41.59 48.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.74 48.19 3.55 6.9% 1.49 2.9% 99% True False 61,285
10 53.62 48.19 5.43 10.5% 1.40 2.7% 65% False False 59,187
20 53.62 48.19 5.43 10.5% 1.26 2.4% 65% False False 53,538
40 53.62 45.41 8.21 15.9% 1.37 2.7% 77% False False 56,568
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.35
2.618 55.20
1.618 53.88
1.000 53.06
0.618 52.56
HIGH 51.74
0.618 51.24
0.500 51.08
0.382 50.92
LOW 50.42
0.618 49.60
1.000 49.10
1.618 48.28
2.618 46.96
4.250 44.81
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 51.50 51.13
PP 51.29 50.55
S1 51.08 49.97

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

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