NYMEX Light Sweet Crude Oil Future October 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 50.40 51.48 1.08 2.1% 49.98
High 51.35 51.53 0.18 0.4% 51.53
Low 50.28 47.93 -2.35 -4.7% 47.93
Close 51.25 48.82 -2.43 -4.7% 48.82
Range 1.07 3.60 2.53 236.4% 3.60
ATR 1.43 1.58 0.16 10.9% 0.00
Volume 32,864 60,339 27,475 83.6% 214,350
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.23 58.12 50.80
R3 56.63 54.52 49.81
R2 53.03 53.03 49.48
R1 50.92 50.92 49.15 50.18
PP 49.43 49.43 49.43 49.05
S1 47.32 47.32 48.49 46.58
S2 45.83 45.83 48.16
S3 42.23 43.72 47.83
S4 38.63 40.12 46.84
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.23 58.12 50.80
R3 56.63 54.52 49.81
R2 53.03 53.03 49.48
R1 50.92 50.92 49.15 50.18
PP 49.43 49.43 49.43 49.05
S1 47.32 47.32 48.49 46.58
S2 45.83 45.83 48.16
S3 42.23 43.72 47.83
S4 38.63 40.12 46.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.53 47.93 3.60 7.4% 1.89 3.9% 25% True True 42,870
10 51.53 47.40 4.13 8.5% 1.65 3.4% 34% True False 34,525
20 53.02 47.40 5.62 11.5% 1.44 3.0% 25% False False 27,883
40 53.02 45.03 7.99 16.4% 1.43 2.9% 47% False False 24,388
60 53.02 39.08 13.94 28.6% 1.45 3.0% 70% False False 21,870
80 53.02 39.08 13.94 28.6% 1.39 2.8% 70% False False 19,387
100 53.02 35.44 17.58 36.0% 1.42 2.9% 76% False False 17,691
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 0.27
Widest range in 102 trading days
Fibonacci Retracements and Extensions
4.250 66.83
2.618 60.95
1.618 57.35
1.000 55.13
0.618 53.75
HIGH 51.53
0.618 50.15
0.500 49.73
0.382 49.31
LOW 47.93
0.618 45.71
1.000 44.33
1.618 42.11
2.618 38.51
4.250 32.63
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 49.73 49.73
PP 49.43 49.43
S1 49.12 49.12

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

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