NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 50.22 49.08 -1.14 -2.3% 49.52
High 50.54 50.23 -0.31 -0.6% 49.91
Low 48.40 49.08 0.68 1.4% 46.40
Close 49.13 50.11 0.98 2.0% 48.56
Range 2.14 1.15 -0.99 -46.3% 3.51
ATR 1.56 1.53 -0.03 -1.9% 0.00
Volume 569,939 401,885 -168,054 -29.5% 1,502,416
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.26 52.83 50.74
R3 52.11 51.68 50.43
R2 50.96 50.96 50.32
R1 50.53 50.53 50.22 50.75
PP 49.81 49.81 49.81 49.91
S1 49.38 49.38 50.00 49.60
S2 48.66 48.66 49.90
S3 47.51 48.23 49.79
S4 46.36 47.08 49.48
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 50.54 46.40 4.14 8.3% 1.72 3.4% 90% False False 463,642
10 51.38 46.40 4.98 9.9% 1.58 3.1% 74% False False 364,500
20 52.28 46.40 5.88 11.7% 1.41 2.8% 63% False False 253,361
40 52.28 44.12 8.16 16.3% 1.48 2.9% 73% False False 161,504
60 52.28 38.14 14.14 28.2% 1.54 3.1% 85% False False 119,414
80 52.28 38.00 14.28 28.5% 1.50 3.0% 85% False False 95,472
100 52.28 33.98 18.30 36.5% 1.55 3.1% 88% False False 80,551
120 52.28 32.22 20.06 40.0% 1.60 3.2% 89% False False 68,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.12
2.618 53.24
1.618 52.09
1.000 51.38
0.618 50.94
HIGH 50.23
0.618 49.79
0.500 49.66
0.382 49.52
LOW 49.08
0.618 48.37
1.000 47.93
1.618 47.22
2.618 46.07
4.250 44.19
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 49.96 49.90
PP 49.81 49.68
S1 49.66 49.47

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

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