NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 49.83 49.19 -0.64 -1.3% 50.94
High 50.14 50.72 0.58 1.2% 52.58
Low 48.46 49.15 0.69 1.4% 49.28
Close 48.88 50.59 1.71 3.5% 50.05
Range 1.68 1.57 -0.11 -6.5% 3.30
ATR 1.47 1.49 0.03 1.8% 0.00
Volume 13,635 17,902 4,267 31.3% 48,132
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.86 54.30 51.45
R3 53.29 52.73 51.02
R2 51.72 51.72 50.88
R1 51.16 51.16 50.73 51.44
PP 50.15 50.15 50.15 50.30
S1 49.59 49.59 50.45 49.87
S2 48.58 48.58 50.30
S3 47.01 48.02 50.16
S4 45.44 46.45 49.73
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 8.1% 1.87 3.7% 52% False False 12,447
10 52.58 48.46 4.12 8.1% 1.63 3.2% 52% False False 10,356
20 53.72 48.46 5.26 10.4% 1.32 2.6% 40% False False 9,251
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 3 trading days
Fibonacci Retracements and Extensions
4.250 57.39
2.618 54.83
1.618 53.26
1.000 52.29
0.618 51.69
HIGH 50.72
0.618 50.12
0.500 49.94
0.382 49.75
LOW 49.15
0.618 48.18
1.000 47.58
1.618 46.61
2.618 45.04
4.250 42.48
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 50.37 50.57
PP 50.15 50.54
S1 49.94 50.52

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

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