NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 51.59 49.36 -2.23 -4.3% 49.81
High 51.75 50.38 -1.37 -2.6% 52.30
Low 48.75 48.45 -0.30 -0.6% 48.07
Close 49.07 49.89 0.82 1.7% 51.34
Range 3.00 1.93 -1.07 -35.7% 4.23
ATR 1.76 1.77 0.01 0.7% 0.00
Volume 77,980 102,937 24,957 32.0% 376,495
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.36 54.56 50.95
R3 53.43 52.63 50.42
R2 51.50 51.50 50.24
R1 50.70 50.70 50.07 51.10
PP 49.57 49.57 49.57 49.78
S1 48.77 48.77 49.71 49.17
S2 47.64 47.64 49.54
S3 45.71 46.84 49.36
S4 43.78 44.91 48.83
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 48.45 3.85 7.7% 1.98 4.0% 37% False True 79,266
10 52.40 48.07 4.33 8.7% 2.01 4.0% 42% False False 81,988
20 53.62 48.07 5.55 11.1% 1.72 3.5% 33% False False 72,258
40 53.62 45.53 8.09 16.2% 1.48 3.0% 54% False False 63,138
60 53.62 41.43 12.19 24.4% 1.53 3.1% 69% False False 62,320
Crabel Price Patterns
NR True
NR4 False
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.58
2.618 55.43
1.618 53.50
1.000 52.31
0.618 51.57
HIGH 50.38
0.618 49.64
0.500 49.42
0.382 49.19
LOW 48.45
0.618 47.26
1.000 46.52
1.618 45.33
2.618 43.40
4.250 40.25
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 49.73 50.10
PP 49.57 50.03
S1 49.42 49.96

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

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