NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 50.89 48.48 -2.41 -4.7% 49.48
High 51.08 48.63 -2.45 -4.8% 51.11
Low 47.39 46.53 -0.86 -1.8% 47.39
Close 48.31 47.02 -1.29 -2.7% 48.31
Range 3.69 2.10 -1.59 -43.1% 3.72
ATR 1.65 1.68 0.03 1.9% 0.00
Volume 142,712 105,294 -37,418 -26.2% 545,071
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.69 52.46 48.18
R3 51.59 50.36 47.60
R2 49.49 49.49 47.41
R1 48.26 48.26 47.21 47.83
PP 47.39 47.39 47.39 47.18
S1 46.16 46.16 46.83 45.73
S2 45.29 45.29 46.64
S3 43.19 44.06 46.44
S4 41.09 41.96 45.87
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 46.53 4.58 9.7% 2.10 4.5% 11% False True 117,424
10 51.11 46.53 4.58 9.7% 1.82 3.9% 11% False True 96,572
20 52.73 46.53 6.20 13.2% 1.57 3.3% 8% False True 85,312
40 52.73 44.53 8.20 17.4% 1.52 3.2% 30% False False 64,455
60 52.73 38.67 14.06 29.9% 1.55 3.3% 59% False False 55,442
80 52.73 38.67 14.06 29.9% 1.51 3.2% 59% False False 48,693
100 52.73 34.69 18.04 38.4% 1.54 3.3% 68% False False 44,171
120 52.73 32.85 19.88 42.3% 1.60 3.4% 71% False False 39,592
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.56
2.618 54.13
1.618 52.03
1.000 50.73
0.618 49.93
HIGH 48.63
0.618 47.83
0.500 47.58
0.382 47.33
LOW 46.53
0.618 45.23
1.000 44.43
1.618 43.13
2.618 41.03
4.250 37.61
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 47.58 48.81
PP 47.39 48.21
S1 47.21 47.62

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

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