NYMEX Light Sweet Crude Oil Future January 2017

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	52.58	49.83	-2.75	-5.2%	50.94
High	52.58	50.14	-2.44	-4.6%	52.58
Low	49.28	48.46	-0.82	-1.7%	49.28
Close	50.05	48.88	-1.17	-2.3%	50.05
Range	3.30	1.68	-1.62	-49.1%	3.30
ATR	1.45	1.47	0.02	1.1%	0.00
Volume	10,540	13,635	3,095	29.4%	48,132

Daily Pivots for day following 27-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.20	53.22	49.80
R3	52.52	51.54	49.34
R2	50.84	50.84	49.19
R1	49.86	49.86	49.03	49.51
PP	49.16	49.16	49.16	48.99
S1	48.18	48.18	48.73	47.83
S2	47.48	47.48	48.57
S3	45.80	46.50	48.42
S4	44.12	44.82	47.96

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.54	58.59	51.87
R3	57.24	55.29	50.96
R2	53.94	53.94	50.66
R1	51.99	51.99	50.35	51.32
PP	50.64	50.64	50.64	50.30
S1	48.69	48.69	49.75	48.02
S2	47.34	47.34	49.45
S3	44.04	45.39	49.14
S4	40.74	42.09	48.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.58	48.46	4.12	8.4%	1.77	3.6%	10%	False	True	11,057
10	52.58	48.46	4.12	8.4%	1.54	3.1%	10%	False	True	9,392
20	53.72	48.46	5.26	10.8%	1.29	2.6%	8%	False	True	8,533

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.28
2.618	54.54
1.618	52.86
1.000	51.82
0.618	51.18
HIGH	50.14
0.618	49.50
0.500	49.30
0.382	49.10
LOW	48.46
0.618	47.42
1.000	46.78
1.618	45.74
2.618	44.06
4.250	41.32

Fisher Pivots for day following 27-Jun-2016
Pivot	1 day	3 day
R1	49.30	50.52
PP	49.16	49.97
S1	49.02	49.43

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