NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 51.84 50.69 -1.15 -2.2% 49.81
High 51.88 51.67 -0.21 -0.4% 52.30
Low 50.45 50.14 -0.31 -0.6% 48.07
Close 50.62 51.34 0.72 1.4% 51.34
Range 1.43 1.53 0.10 7.0% 4.23
ATR 1.67 1.66 -0.01 -0.6% 0.00
Volume 62,406 68,014 5,608 9.0% 376,495
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.64 55.02 52.18
R3 54.11 53.49 51.76
R2 52.58 52.58 51.62
R1 51.96 51.96 51.48 52.27
PP 51.05 51.05 51.05 51.21
S1 50.43 50.43 51.20 50.74
S2 49.52 49.52 51.06
S3 47.99 48.90 50.92
S4 46.46 47.37 50.50
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 63.26 61.53 53.67
R3 59.03 57.30 52.50
R2 54.80 54.80 52.12
R1 53.07 53.07 51.73 53.94
PP 50.57 50.57 50.57 51.00
S1 48.84 48.84 50.95 49.71
S2 46.34 46.34 50.56
S3 42.11 44.61 50.18
S4 37.88 40.38 49.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.30 48.07 4.23 8.2% 1.72 3.4% 77% False False 75,299
10 52.40 48.07 4.33 8.4% 1.80 3.5% 76% False False 76,445
20 53.62 48.07 5.55 10.8% 1.59 3.1% 59% False False 67,533
40 53.62 45.53 8.09 15.8% 1.46 2.8% 72% False False 61,862
60 53.62 41.35 12.27 23.9% 1.51 2.9% 81% False False 61,727
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.17
2.618 55.68
1.618 54.15
1.000 53.20
0.618 52.62
HIGH 51.67
0.618 51.09
0.500 50.91
0.382 50.72
LOW 50.14
0.618 49.19
1.000 48.61
1.618 47.66
2.618 46.13
4.250 43.64
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 51.20 51.30
PP 51.05 51.26
S1 50.91 51.22

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

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