NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 52.11 51.17 -0.94 -1.8% 51.22
High 52.34 52.20 -0.14 -0.3% 51.62
Low 50.41 51.09 0.68 1.3% 48.19
Close 51.14 52.12 0.98 1.9% 50.30
Range 1.93 1.11 -0.82 -42.5% 3.43
ATR 1.46 1.44 -0.03 -1.7% 0.00
Volume 86,479 65,783 -20,696 -23.9% 305,650
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.13 54.74 52.73
R3 54.02 53.63 52.43
R2 52.91 52.91 52.32
R1 52.52 52.52 52.22 52.72
PP 51.80 51.80 51.80 51.90
S1 51.41 51.41 52.02 51.61
S2 50.69 50.69 51.92
S3 49.58 50.30 51.81
S4 48.47 49.19 51.51
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 52.34 48.19 4.15 8.0% 1.65 3.2% 95% False False 66,944
10 52.82 48.19 4.63 8.9% 1.47 2.8% 85% False False 63,957
20 53.62 48.19 5.43 10.4% 1.32 2.5% 72% False False 57,487
40 53.62 45.53 8.09 15.5% 1.37 2.6% 81% False False 58,448
60 53.62 39.70 13.92 26.7% 1.45 2.8% 89% False False 58,463
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 56.92
2.618 55.11
1.618 54.00
1.000 53.31
0.618 52.89
HIGH 52.20
0.618 51.78
0.500 51.65
0.382 51.51
LOW 51.09
0.618 50.40
1.000 49.98
1.618 49.29
2.618 48.18
4.250 46.37
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 51.96 51.87
PP 51.80 51.62
S1 51.65 51.38

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

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