NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 52.00 49.14 -2.86 -5.5% 50.23
High 52.00 49.59 -2.41 -4.6% 52.00
Low 48.49 47.61 -0.88 -1.8% 48.49
Close 49.29 48.06 -1.23 -2.5% 49.29
Range 3.51 1.98 -1.53 -43.6% 3.51
ATR 1.55 1.58 0.03 2.0% 0.00
Volume 28,893 20,672 -8,221 -28.5% 115,927
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.36 53.19 49.15
R3 52.38 51.21 48.60
R2 50.40 50.40 48.42
R1 49.23 49.23 48.24 48.83
PP 48.42 48.42 48.42 48.22
S1 47.25 47.25 47.88 46.85
S2 46.44 46.44 47.70
S3 44.46 45.27 47.52
S4 42.48 43.29 46.97
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 47.61 4.39 9.1% 1.97 4.1% 10% False True 24,103
10 52.00 47.61 4.39 9.1% 1.70 3.5% 10% False True 21,391
20 53.39 47.61 5.78 12.0% 1.46 3.0% 8% False True 18,576
40 53.39 45.26 8.13 16.9% 1.39 2.9% 34% False False 17,266
60 53.39 39.40 13.99 29.1% 1.37 2.9% 62% False False 15,708
80 53.39 39.40 13.99 29.1% 1.31 2.7% 62% False False 14,095
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 2 trading days
Fibonacci Retracements and Extensions
4.250 58.01
2.618 54.77
1.618 52.79
1.000 51.57
0.618 50.81
HIGH 49.59
0.618 48.83
0.500 48.60
0.382 48.37
LOW 47.61
0.618 46.39
1.000 45.63
1.618 44.41
2.618 42.43
4.250 39.20
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 48.60 49.81
PP 48.42 49.22
S1 48.24 48.64

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

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