NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	50.77	51.29	0.52	1.0%	50.55
High	51.42	51.53	0.11	0.2%	50.86
Low	49.90	49.54	-0.36	-0.7%	47.40
Close	50.93	50.28	-0.65	-1.3%	49.53
Range	1.52	1.99	0.47	30.9%	3.46
ATR	1.41	1.45	0.04	2.9%	0.00
Volume	34,605	66,627	32,022	92.5%	130,905

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.42	55.34	51.37
R3	54.43	53.35	50.83
R2	52.44	52.44	50.64
R1	51.36	51.36	50.46	50.91
PP	50.45	50.45	50.45	50.22
S1	49.37	49.37	50.10	48.92
S2	48.46	48.46	49.92
S3	46.47	47.38	49.73
S4	44.48	45.39	49.19

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.64	58.05	51.43
R3	56.18	54.59	50.48
R2	52.72	52.72	50.16
R1	51.13	51.13	49.85	50.20
PP	49.26	49.26	49.26	48.80
S1	47.67	47.67	49.21	46.74
S2	45.80	45.80	48.90
S3	42.34	44.21	48.58
S4	38.88	40.75	47.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.53	47.40	4.13	8.2%	1.73	3.4%	70%	True	False	35,582
10	53.01	47.40	5.61	11.2%	1.48	2.9%	51%	False	False	30,984
20	53.02	47.40	5.62	11.2%	1.31	2.6%	51%	False	False	25,259
40	53.02	45.03	7.99	15.9%	1.38	2.7%	66%	False	False	22,752
60	53.02	39.08	13.94	27.7%	1.41	2.8%	80%	False	False	20,620
80	53.02	39.08	13.94	27.7%	1.35	2.7%	80%	False	False	18,491

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.99
2.618	56.74
1.618	54.75
1.000	53.52
0.618	52.76
HIGH	51.53
0.618	50.77
0.500	50.54
0.382	50.30
LOW	49.54
0.618	48.31
1.000	47.55
1.618	46.32
2.618	44.33
4.250	41.08

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	50.54	50.54
PP	50.45	50.45
S1	50.37	50.37

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols