NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 21-Jun-2016

Day Change Summary
	Previous	Current
	20-Jun-2016	21-Jun-2016	Change	Change %	Previous Week
Open	50.23	51.20	0.97	1.9%	50.79
High	51.39	51.84	0.45	0.9%	51.27
Low	50.11	50.34	0.23	0.5%	47.86
Close	51.37	51.38	0.01	0.0%	49.95
Range	1.28	1.50	0.22	17.2%	3.41
ATR	1.37	1.38	0.01	0.7%	0.00
Volume	16,082	19,721	3,639	22.6%	96,236

Daily Pivots for day following 21-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.69	55.03	52.21
R3	54.19	53.53	51.79
R2	52.69	52.69	51.66
R1	52.03	52.03	51.52	52.36
PP	51.19	51.19	51.19	51.35
S1	50.53	50.53	51.24	50.86
S2	49.69	49.69	51.11
S3	48.19	49.03	50.97
S4	46.69	47.53	50.56

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.92	58.35	51.83
R3	56.51	54.94	50.89
R2	53.10	53.10	50.58
R1	51.53	51.53	50.26	50.61
PP	49.69	49.69	49.69	49.24
S1	48.12	48.12	49.64	47.20
S2	46.28	46.28	49.32
S3	42.87	44.71	49.01
S4	39.46	41.30	48.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.84	47.86	3.98	7.7%	1.58	3.1%	88%	True	False	19,135
10	53.39	47.86	5.53	10.8%	1.40	2.7%	64%	False	False	19,324
20	53.39	47.86	5.53	10.8%	1.24	2.4%	64%	False	False	16,374
40	53.39	45.26	8.13	15.8%	1.30	2.5%	75%	False	False	15,681
60	53.39	39.40	13.99	27.2%	1.31	2.5%	86%	False	False	14,552

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.22
2.618	55.77
1.618	54.27
1.000	53.34
0.618	52.77
HIGH	51.84
0.618	51.27
0.500	51.09
0.382	50.91
LOW	50.34
0.618	49.41
1.000	48.84
1.618	47.91
2.618	46.41
4.250	43.97

Fisher Pivots for day following 21-Jun-2016
Pivot	1 day	3 day
R1	51.28	50.88
PP	51.19	50.37
S1	51.09	49.87

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