NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 21-Jun-2016
Day Change Summary
Previous Current
20-Jun-2016 21-Jun-2016 Change Change % Previous Week
Open 49.09 49.80 0.71 1.4% 49.52
High 50.00 50.40 0.40 0.8% 49.91
Low 48.72 48.85 0.13 0.3% 46.40
Close 49.96 49.85 -0.11 -0.2% 48.56
Range 1.28 1.55 0.27 21.1% 3.51
ATR 1.51 1.51 0.00 0.2% 0.00
Volume 453,610 475,407 21,797 4.8% 1,502,416
Daily Pivots for day following 21-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.35 53.65 50.70
R3 52.80 52.10 50.28
R2 51.25 51.25 50.13
R1 50.55 50.55 49.99 50.90
PP 49.70 49.70 49.70 49.88
S1 49.00 49.00 49.71 49.35
S2 48.15 48.15 49.57
S3 46.60 47.45 49.42
S4 45.05 45.90 49.00
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 58.82 57.20 50.49
R3 55.31 53.69 49.53
R2 51.80 51.80 49.20
R1 50.18 50.18 48.88 49.24
PP 48.29 48.29 48.29 47.82
S1 46.67 46.67 48.24 45.73
S2 44.78 44.78 47.92
S3 41.27 43.16 47.59
S4 37.76 39.65 46.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.40 46.40 4.00 8.0% 1.72 3.4% 86% True False 400,471
10 52.28 46.40 5.88 11.8% 1.53 3.1% 59% False False 316,330
20 52.28 46.40 5.88 11.8% 1.37 2.8% 59% False False 215,061
40 52.28 44.00 8.28 16.6% 1.49 3.0% 71% False False 138,948
60 52.28 38.14 14.14 28.4% 1.53 3.1% 83% False False 103,918
80 52.28 37.15 15.13 30.4% 1.49 3.0% 84% False False 83,856
100 52.28 33.98 18.30 36.7% 1.55 3.1% 87% False False 71,221
120 52.28 32.22 20.06 40.2% 1.59 3.2% 88% False False 60,901
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.99
2.618 54.46
1.618 52.91
1.000 51.95
0.618 51.36
HIGH 50.40
0.618 49.81
0.500 49.63
0.382 49.44
LOW 48.85
0.618 47.89
1.000 47.30
1.618 46.34
2.618 44.79
4.250 42.26
Fisher Pivots for day following 21-Jun-2016
Pivot 1 day 3 day
R1 49.78 49.37
PP 49.70 48.88
S1 49.63 48.40

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

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