NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 47.90 47.45 -0.45 -0.9% 48.88
High 48.72 47.75 -0.97 -2.0% 51.67
Low 47.28 45.91 -1.37 -2.9% 48.71
Close 48.01 46.21 -1.80 -3.7% 49.07
Range 1.44 1.84 0.40 27.8% 2.96
ATR 1.40 1.45 0.05 3.6% 0.00
Volume 527,870 507,910 -19,960 -3.8% 2,805,984
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.14 51.02 47.22
R3 50.30 49.18 46.72
R2 48.46 48.46 46.55
R1 47.34 47.34 46.38 46.98
PP 46.62 46.62 46.62 46.45
S1 45.50 45.50 46.04 45.14
S2 44.78 44.78 45.87
S3 42.94 43.66 45.70
S4 41.10 41.82 45.20
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 58.70 56.84 50.70
R3 55.74 53.88 49.88
R2 52.78 52.78 49.61
R1 50.92 50.92 49.34 51.85
PP 49.82 49.82 49.82 50.28
S1 47.96 47.96 48.80 48.89
S2 46.86 46.86 48.53
S3 43.90 45.00 48.26
S4 40.94 42.04 47.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.73 45.91 4.82 10.4% 1.44 3.1% 6% False True 518,815
10 51.67 45.91 5.76 12.5% 1.33 2.9% 5% False True 528,497
20 51.67 45.91 5.76 12.5% 1.31 2.8% 5% False True 522,561
40 51.67 43.43 8.24 17.8% 1.49 3.2% 34% False False 367,705
60 51.67 37.50 14.17 30.7% 1.55 3.3% 61% False False 273,147
80 51.67 34.74 16.93 36.6% 1.54 3.3% 68% False False 214,792
100 51.67 33.14 18.53 40.1% 1.65 3.6% 71% False False 178,860
120 51.67 31.61 20.06 43.4% 1.65 3.6% 73% False False 151,456
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.57
2.618 52.57
1.618 50.73
1.000 49.59
0.618 48.89
HIGH 47.75
0.618 47.05
0.500 46.83
0.382 46.61
LOW 45.91
0.618 44.77
1.000 44.07
1.618 42.93
2.618 41.09
4.250 38.09
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 46.83 47.32
PP 46.62 46.95
S1 46.42 46.58

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

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