NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	49.33	50.68	1.35	2.7%	49.98
High	51.27	50.85	-0.42	-0.8%	51.53
Low	49.26	49.43	0.17	0.3%	47.93
Close	51.15	49.59	-1.56	-3.0%	48.82
Range	2.01	1.42	-0.59	-29.4%	3.60
ATR	1.67	1.67	0.00	0.2%	0.00
Volume	53,684	69,564	15,880	29.6%	214,350

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.22	53.32	50.37
R3	52.80	51.90	49.98
R2	51.38	51.38	49.85
R1	50.48	50.48	49.72	50.22
PP	49.96	49.96	49.96	49.83
S1	49.06	49.06	49.46	48.80
S2	48.54	48.54	49.33
S3	47.12	47.64	49.20
S4	45.70	46.22	48.81

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	8.9%	2.14	4.3%	56%	False	False	50,692
10	51.53	47.10	4.43	8.9%	1.87	3.8%	56%	False	False	43,453
20	53.02	47.10	5.92	11.9%	1.55	3.1%	42%	False	False	34,003
40	53.02	45.03	7.99	16.1%	1.46	2.9%	57%	False	False	27,461
60	53.02	40.34	12.68	25.6%	1.47	3.0%	73%	False	False	24,153
80	53.02	39.08	13.94	28.1%	1.40	2.8%	75%	False	False	21,276
100	53.02	35.44	17.58	35.5%	1.44	2.9%	80%	False	False	19,099

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.18
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	56.89
2.618	54.57
1.618	53.15
1.000	52.27
0.618	51.73
HIGH	50.85
0.618	50.31
0.500	50.14
0.382	49.97
LOW	49.43
0.618	48.55
1.000	48.01
1.618	47.13
2.618	45.71
4.250	43.40

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	50.14	49.58
PP	49.96	49.56
S1	49.77	49.55

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