NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 48.79 50.35 1.56 3.2% 50.63
High 50.42 52.30 1.88 3.7% 52.40
Low 48.76 50.27 1.51 3.1% 48.86
Close 50.20 52.19 1.99 4.0% 49.72
Range 1.66 2.03 0.37 22.3% 3.54
ATR 1.63 1.67 0.03 2.0% 0.00
Volume 85,798 84,996 -802 -0.9% 387,960
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 57.68 56.96 53.31
R3 55.65 54.93 52.75
R2 53.62 53.62 52.56
R1 52.90 52.90 52.38 53.26
PP 51.59 51.59 51.59 51.77
S1 50.87 50.87 52.00 51.23
S2 49.56 49.56 51.82
S3 47.53 48.84 51.63
S4 45.50 46.81 51.07
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.95 58.87 51.67
R3 57.41 55.33 50.69
R2 53.87 53.87 50.37
R1 51.79 51.79 50.04 51.06
PP 50.33 50.33 50.33 49.96
S1 48.25 48.25 49.40 47.52
S2 46.79 46.79 49.07
S3 43.25 44.71 48.75
S4 39.71 41.17 47.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.40 48.07 4.33 8.3% 2.06 3.9% 95% False False 84,414
10 52.40 48.07 4.33 8.3% 1.91 3.7% 95% False False 76,501
20 53.62 48.07 5.55 10.6% 1.56 3.0% 74% False False 65,702
40 53.62 45.53 8.09 15.5% 1.47 2.8% 82% False False 62,241
60 53.62 40.38 13.24 25.4% 1.51 2.9% 89% False False 61,434
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.93
2.618 57.61
1.618 55.58
1.000 54.33
0.618 53.55
HIGH 52.30
0.618 51.52
0.500 51.29
0.382 51.05
LOW 50.27
0.618 49.02
1.000 48.24
1.618 46.99
2.618 44.96
4.250 41.64
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 51.89 51.52
PP 51.59 50.85
S1 51.29 50.19

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

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