NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 49.84 50.89 1.05 2.1% 49.48
High 50.86 51.08 0.22 0.4% 51.11
Low 49.77 47.39 -2.38 -4.8% 47.39
Close 50.76 48.31 -2.45 -4.8% 48.31
Range 1.09 3.69 2.60 238.5% 3.72
ATR 1.50 1.65 0.16 10.5% 0.00
Volume 95,559 142,712 47,153 49.3% 545,071
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.00 57.84 50.34
R3 56.31 54.15 49.32
R2 52.62 52.62 48.99
R1 50.46 50.46 48.65 49.70
PP 48.93 48.93 48.93 48.54
S1 46.77 46.77 47.97 46.01
S2 45.24 45.24 47.63
S3 41.55 43.08 47.30
S4 37.86 39.39 46.28
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.10 57.92 50.36
R3 56.38 54.20 49.33
R2 52.66 52.66 48.99
R1 50.48 50.48 48.65 49.71
PP 48.94 48.94 48.94 48.55
S1 46.76 46.76 47.97 45.99
S2 45.22 45.22 47.63
S3 41.50 43.04 47.29
S4 37.78 39.32 46.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.11 47.39 3.72 7.7% 1.94 4.0% 25% False True 109,014
10 51.11 46.94 4.17 8.6% 1.72 3.6% 33% False False 95,611
20 52.73 46.94 5.79 12.0% 1.51 3.1% 24% False False 81,916
40 52.73 44.53 8.20 17.0% 1.50 3.1% 46% False False 62,842
60 52.73 38.67 14.06 29.1% 1.54 3.2% 69% False False 54,155
80 52.73 38.67 14.06 29.1% 1.49 3.1% 69% False False 47,749
100 52.73 34.69 18.04 37.3% 1.54 3.2% 75% False False 43,406
120 52.73 32.85 19.88 41.2% 1.59 3.3% 78% False False 38,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 66.76
2.618 60.74
1.618 57.05
1.000 54.77
0.618 53.36
HIGH 51.08
0.618 49.67
0.500 49.24
0.382 48.80
LOW 47.39
0.618 45.11
1.000 43.70
1.618 41.42
2.618 37.73
4.250 31.71
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 49.24 49.25
PP 48.93 48.94
S1 48.62 48.62

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

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