NYMEX Light Sweet Crude Oil Future November 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 51.10 52.00 0.90 1.8% 50.23
High 51.80 52.00 0.20 0.4% 52.00
Low 50.85 48.49 -2.36 -4.6% 48.49
Close 51.71 49.29 -2.42 -4.7% 49.29
Range 0.95 3.51 2.56 269.5% 3.51
ATR 1.40 1.55 0.15 10.8% 0.00
Volume 18,119 28,893 10,774 59.5% 115,927
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.46 58.38 51.22
R3 56.95 54.87 50.26
R2 53.44 53.44 49.93
R1 51.36 51.36 49.61 50.65
PP 49.93 49.93 49.93 49.57
S1 47.85 47.85 48.97 47.14
S2 46.42 46.42 48.65
S3 42.91 44.34 48.32
S4 39.40 40.83 47.36
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.46 58.38 51.22
R3 56.95 54.87 50.26
R2 53.44 53.44 49.93
R1 51.36 51.36 49.61 50.65
PP 49.93 49.93 49.93 49.57
S1 47.85 47.85 48.97 47.14
S2 46.42 46.42 48.65
S3 42.91 44.34 48.32
S4 39.40 40.83 47.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 48.49 3.51 7.1% 1.83 3.7% 23% True True 23,185
10 52.00 47.86 4.14 8.4% 1.61 3.3% 35% True False 21,216
20 53.39 47.86 5.53 11.2% 1.41 2.9% 26% False False 17,901
40 53.39 45.26 8.13 16.5% 1.37 2.8% 50% False False 17,049
60 53.39 39.40 13.99 28.4% 1.37 2.8% 71% False False 15,540
80 53.39 39.40 13.99 28.4% 1.29 2.6% 71% False False 13,952
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 0.25
Widest range in 82 trading days
Fibonacci Retracements and Extensions
4.250 66.92
2.618 61.19
1.618 57.68
1.000 55.51
0.618 54.17
HIGH 52.00
0.618 50.66
0.500 50.25
0.382 49.83
LOW 48.49
0.618 46.32
1.000 44.98
1.618 42.81
2.618 39.30
4.250 33.57
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 50.25 50.25
PP 49.93 49.93
S1 49.61 49.61

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

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