NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 51.20 51.75 0.55 1.1% 50.79
High 51.84 51.96 0.12 0.2% 51.27
Low 50.34 50.03 -0.31 -0.6% 47.86
Close 51.38 50.74 -0.64 -1.2% 49.95
Range 1.50 1.93 0.43 28.7% 3.41
ATR 1.38 1.42 0.04 2.8% 0.00
Volume 19,721 33,112 13,391 67.9% 96,236
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 56.70 55.65 51.80
R3 54.77 53.72 51.27
R2 52.84 52.84 51.09
R1 51.79 51.79 50.92 51.35
PP 50.91 50.91 50.91 50.69
S1 49.86 49.86 50.56 49.42
S2 48.98 48.98 50.39
S3 47.05 47.93 50.21
S4 45.12 46.00 49.68
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 51.96 47.86 4.10 8.1% 1.71 3.4% 70% True False 21,540
10 53.39 47.86 5.53 10.9% 1.47 2.9% 52% False False 20,529
20 53.39 47.86 5.53 10.9% 1.27 2.5% 52% False False 16,960
40 53.39 45.26 8.13 16.0% 1.32 2.6% 67% False False 16,270
60 53.39 39.40 13.99 27.6% 1.33 2.6% 81% False False 14,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.16
2.618 57.01
1.618 55.08
1.000 53.89
0.618 53.15
HIGH 51.96
0.618 51.22
0.500 51.00
0.382 50.77
LOW 50.03
0.618 48.84
1.000 48.10
1.618 46.91
2.618 44.98
4.250 41.83
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 51.00 51.00
PP 50.91 50.91
S1 50.83 50.83

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

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