NYMEX Light Sweet Crude Oil Future July 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 48.52 47.90 -0.62 -1.3% 48.88
High 48.69 48.72 0.03 0.1% 51.67
Low 47.84 47.28 -0.56 -1.2% 48.71
Close 48.49 48.01 -0.48 -1.0% 49.07
Range 0.85 1.44 0.59 69.4% 2.96
ATR 1.40 1.40 0.00 0.2% 0.00
Volume 456,144 527,870 71,726 15.7% 2,805,984
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 52.32 51.61 48.80
R3 50.88 50.17 48.41
R2 49.44 49.44 48.27
R1 48.73 48.73 48.14 49.09
PP 48.00 48.00 48.00 48.18
S1 47.29 47.29 47.88 47.65
S2 46.56 46.56 47.75
S3 45.12 45.85 47.61
S4 43.68 44.41 47.22
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 51.67 47.28 4.39 9.1% 1.36 2.8% 17% False True 529,378
10 51.67 47.28 4.39 9.1% 1.29 2.7% 17% False True 534,191
20 51.67 47.26 4.41 9.2% 1.28 2.7% 17% False False 523,266
40 51.67 42.17 9.50 19.8% 1.51 3.1% 61% False False 358,410
60 51.67 37.50 14.17 29.5% 1.53 3.2% 74% False False 265,642
80 51.67 34.74 16.93 35.3% 1.54 3.2% 78% False False 208,777
100 51.67 33.14 18.53 38.6% 1.65 3.4% 80% False False 174,021
120 51.67 31.61 20.06 41.8% 1.65 3.4% 82% False False 147,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.84
2.618 52.49
1.618 51.05
1.000 50.16
0.618 49.61
HIGH 48.72
0.618 48.17
0.500 48.00
0.382 47.83
LOW 47.28
0.618 46.39
1.000 45.84
1.618 44.95
2.618 43.51
4.250 41.16
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 48.01 48.28
PP 48.00 48.19
S1 48.00 48.10

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

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