NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 51.60 50.11 -1.49 -2.9% 49.78
High 51.84 50.45 -1.39 -2.7% 52.73
Low 50.00 49.32 -0.68 -1.4% 49.64
Close 50.24 50.04 -0.20 -0.4% 50.24
Range 1.84 1.13 -0.71 -38.6% 3.09
ATR 1.40 1.38 -0.02 -1.4% 0.00
Volume 102,330 95,676 -6,654 -6.5% 451,022
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.33 52.81 50.66
R3 52.20 51.68 50.35
R2 51.07 51.07 50.25
R1 50.55 50.55 50.14 50.25
PP 49.94 49.94 49.94 49.78
S1 49.42 49.42 49.94 49.12
S2 48.81 48.81 49.83
S3 47.68 48.29 49.73
S4 46.55 47.16 49.42
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.14 58.28 51.94
R3 57.05 55.19 51.09
R2 53.96 53.96 50.81
R1 52.10 52.10 50.52 53.03
PP 50.87 50.87 50.87 51.34
S1 49.01 49.01 49.96 49.94
S2 47.78 47.78 49.67
S3 44.69 45.92 49.39
S4 41.60 42.83 48.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.73 49.32 3.41 6.8% 1.38 2.8% 21% False True 98,631
10 52.73 48.66 4.07 8.1% 1.33 2.7% 34% False False 74,052
20 52.73 47.76 4.97 9.9% 1.27 2.5% 46% False False 58,036
40 52.73 40.58 12.15 24.3% 1.50 3.0% 78% False False 49,187
60 52.73 38.67 14.06 28.1% 1.46 2.9% 81% False False 43,591
80 52.73 36.21 16.52 33.0% 1.47 2.9% 84% False False 39,656
100 52.73 33.16 19.57 39.1% 1.57 3.1% 86% False False 36,596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.25
2.618 53.41
1.618 52.28
1.000 51.58
0.618 51.15
HIGH 50.45
0.618 50.02
0.500 49.89
0.382 49.75
LOW 49.32
0.618 48.62
1.000 48.19
1.618 47.49
2.618 46.36
4.250 44.52
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 49.99 51.03
PP 49.94 50.70
S1 49.89 50.37

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

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