NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 51.23 50.31 -0.92 -1.8% 49.14
High 51.39 51.13 -0.26 -0.5% 51.81
Low 49.97 49.72 -0.25 -0.5% 47.61
Close 50.13 50.82 0.69 1.4% 50.82
Range 1.42 1.41 -0.01 -0.7% 4.20
ATR 1.64 1.62 -0.02 -1.0% 0.00
Volume 27,416 23,159 -4,257 -15.5% 129,328
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.79 54.21 51.60
R3 53.38 52.80 51.21
R2 51.97 51.97 51.08
R1 51.39 51.39 50.95 51.68
PP 50.56 50.56 50.56 50.70
S1 49.98 49.98 50.69 50.27
S2 49.15 49.15 50.56
S3 47.74 48.57 50.43
S4 46.33 47.16 50.04
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 62.68 60.95 53.13
R3 58.48 56.75 51.98
R2 54.28 54.28 51.59
R1 52.55 52.55 51.21 53.42
PP 50.08 50.08 50.08 50.51
S1 48.35 48.35 50.44 49.22
S2 45.88 45.88 50.05
S3 41.68 44.15 49.67
S4 37.48 39.95 48.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.81 47.61 4.20 8.3% 1.64 3.2% 76% False False 25,865
10 52.00 47.61 4.39 8.6% 1.74 3.4% 73% False False 24,525
20 53.39 47.61 5.78 11.4% 1.53 3.0% 56% False False 21,480
40 53.39 45.26 8.13 16.0% 1.39 2.7% 68% False False 18,501
60 53.39 41.29 12.10 23.8% 1.40 2.7% 79% False False 16,850
80 53.39 39.40 13.99 27.5% 1.30 2.6% 82% False False 14,941
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.12
2.618 54.82
1.618 53.41
1.000 52.54
0.618 52.00
HIGH 51.13
0.618 50.59
0.500 50.43
0.382 50.26
LOW 49.72
0.618 48.85
1.000 48.31
1.618 47.44
2.618 46.03
4.250 43.73
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 50.69 50.80
PP 50.56 50.78
S1 50.43 50.77

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

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