NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 51.29 50.40 -0.89 -1.7% 50.55
High 51.53 51.35 -0.18 -0.3% 50.86
Low 49.54 50.28 0.74 1.5% 47.40
Close 50.28 51.25 0.97 1.9% 49.53
Range 1.99 1.07 -0.92 -46.2% 3.46
ATR 1.45 1.43 -0.03 -1.9% 0.00
Volume 66,627 32,864 -33,763 -50.7% 130,905
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.17 53.78 51.84
R3 53.10 52.71 51.54
R2 52.03 52.03 51.45
R1 51.64 51.64 51.35 51.84
PP 50.96 50.96 50.96 51.06
S1 50.57 50.57 51.15 50.77
S2 49.89 49.89 51.05
S3 48.82 49.50 50.96
S4 47.75 48.43 50.66
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 47.65 3.88 7.6% 1.60 3.1% 93% False False 36,214
10 52.09 47.40 4.69 9.2% 1.45 2.8% 82% False False 31,412
20 53.02 47.40 5.62 11.0% 1.31 2.5% 69% False False 25,972
40 53.02 45.03 7.99 15.6% 1.36 2.7% 78% False False 23,212
60 53.02 39.08 13.94 27.2% 1.41 2.7% 87% False False 21,014
80 53.02 39.08 13.94 27.2% 1.36 2.6% 87% False False 18,767
100 53.02 35.44 17.58 34.3% 1.39 2.7% 90% False False 17,162
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.90
2.618 54.15
1.618 53.08
1.000 52.42
0.618 52.01
HIGH 51.35
0.618 50.94
0.500 50.82
0.382 50.69
LOW 50.28
0.618 49.62
1.000 49.21
1.618 48.55
2.618 47.48
4.250 45.73
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 51.11 51.01
PP 50.96 50.77
S1 50.82 50.54

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

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