NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 50.91 52.19 1.28 2.5% 50.94
High 52.66 52.19 -0.47 -0.9% 52.58
Low 50.66 50.85 0.19 0.4% 49.28
Close 52.59 51.02 -1.57 -3.0% 50.05
Range 2.00 1.34 -0.66 -33.0% 3.30
ATR 1.53 1.55 0.01 1.0% 0.00
Volume 17,208 13,591 -3,617 -21.0% 48,132
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 55.37 54.54 51.76
R3 54.03 53.20 51.39
R2 52.69 52.69 51.27
R1 51.86 51.86 51.14 51.61
PP 51.35 51.35 51.35 51.23
S1 50.52 50.52 50.90 50.27
S2 50.01 50.01 50.77
S3 48.67 49.18 50.65
S4 47.33 47.84 50.28
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.54 58.59 51.87
R3 57.24 55.29 50.96
R2 53.94 53.94 50.66
R1 51.99 51.99 50.35 51.32
PP 50.64 50.64 50.64 50.30
S1 48.69 48.69 49.75 48.02
S2 47.34 47.34 49.45
S3 44.04 45.39 49.14
S4 40.74 42.09 48.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.66 48.46 4.20 8.2% 1.98 3.9% 61% False False 14,575
10 52.66 48.46 4.20 8.2% 1.70 3.3% 61% False False 11,649
20 53.72 48.46 5.26 10.3% 1.35 2.7% 49% False False 10,228
40 53.72 45.85 7.87 15.4% 1.28 2.5% 66% False False 8,653
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.89
2.618 55.70
1.618 54.36
1.000 53.53
0.618 53.02
HIGH 52.19
0.618 51.68
0.500 51.52
0.382 51.36
LOW 50.85
0.618 50.02
1.000 49.51
1.618 48.68
2.618 47.34
4.250 45.16
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 51.52 50.98
PP 51.35 50.94
S1 51.19 50.91

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

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