NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 50.22 49.03 -1.19 -2.4% 48.48
High 50.30 49.97 -0.33 -0.7% 50.70
Low 48.85 48.58 -0.27 -0.6% 46.53
Close 49.01 49.65 0.64 1.3% 49.65
Range 1.45 1.39 -0.06 -4.1% 4.17
ATR 1.73 1.70 -0.02 -1.4% 0.00
Volume 147,276 109,655 -37,621 -25.5% 645,916
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.57 53.00 50.41
R3 52.18 51.61 50.03
R2 50.79 50.79 49.90
R1 50.22 50.22 49.78 50.51
PP 49.40 49.40 49.40 49.54
S1 48.83 48.83 49.52 49.12
S2 48.01 48.01 49.40
S3 46.62 47.44 49.27
S4 45.23 46.05 48.89
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 61.47 59.73 51.94
R3 57.30 55.56 50.80
R2 53.13 53.13 50.41
R1 51.39 51.39 50.03 52.26
PP 48.96 48.96 48.96 49.40
S1 47.22 47.22 49.27 48.09
S2 44.79 44.79 48.89
S3 40.62 43.05 48.50
S4 36.45 38.88 47.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.70 46.53 4.17 8.4% 1.72 3.5% 75% False False 129,183
10 51.11 46.53 4.58 9.2% 1.83 3.7% 68% False False 119,098
20 52.73 46.53 6.20 12.5% 1.64 3.3% 50% False False 102,652
40 52.73 44.53 8.20 16.5% 1.51 3.0% 62% False False 73,895
60 52.73 40.43 12.30 24.8% 1.57 3.2% 75% False False 62,293
80 52.73 38.67 14.06 28.3% 1.49 3.0% 78% False False 54,002
100 52.73 34.69 18.04 36.3% 1.54 3.1% 83% False False 48,341
120 52.73 32.85 19.88 40.0% 1.60 3.2% 85% False False 43,714
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 55.88
2.618 53.61
1.618 52.22
1.000 51.36
0.618 50.83
HIGH 49.97
0.618 49.44
0.500 49.28
0.382 49.11
LOW 48.58
0.618 47.72
1.000 47.19
1.618 46.33
2.618 44.94
4.250 42.67
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 49.53 49.65
PP 49.40 49.64
S1 49.28 49.64

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

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