NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 48.92 47.82 -1.10 -2.2% 49.98
High 49.14 49.43 0.29 0.6% 51.53
Low 47.10 47.82 0.72 1.5% 47.93
Close 47.55 49.17 1.62 3.4% 48.82
Range 2.04 1.61 -0.43 -21.1% 3.60
ATR 1.61 1.63 0.02 1.2% 0.00
Volume 29,295 40,581 11,286 38.5% 214,350
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.64 53.01 50.06
R3 52.03 51.40 49.61
R2 50.42 50.42 49.47
R1 49.79 49.79 49.32 50.11
PP 48.81 48.81 48.81 48.96
S1 48.18 48.18 49.02 48.50
S2 47.20 47.20 48.87
S3 45.59 46.57 48.73
S4 43.98 44.96 48.28
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 47.10 4.43 9.0% 2.06 4.2% 47% False False 45,941
10 51.53 47.10 4.43 9.0% 1.83 3.7% 47% False False 36,953
20 53.02 47.10 5.92 12.0% 1.52 3.1% 35% False False 30,020
40 53.02 45.03 7.99 16.2% 1.45 2.9% 52% False False 25,265
60 53.02 39.08 13.94 28.4% 1.45 3.0% 72% False False 22,504
80 53.02 39.08 13.94 28.4% 1.40 2.9% 72% False False 20,025
100 53.02 35.44 17.58 35.8% 1.43 2.9% 78% False False 18,184
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 0.25
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.27
2.618 53.64
1.618 52.03
1.000 51.04
0.618 50.42
HIGH 49.43
0.618 48.81
0.500 48.63
0.382 48.44
LOW 47.82
0.618 46.83
1.000 46.21
1.618 45.22
2.618 43.61
4.250 40.98
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 48.99 49.32
PP 48.81 49.27
S1 48.63 49.22

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

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