NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 49.11 46.83 -2.28 -4.6% 47.81
High 49.35 47.95 -1.40 -2.8% 50.00
Low 46.33 45.92 -0.41 -0.9% 45.83
Close 46.60 47.43 0.83 1.8% 48.99
Range 3.02 2.03 -0.99 -32.8% 4.17
ATR 1.82 1.84 0.01 0.8% 0.00
Volume 609,194 607,663 -1,531 -0.3% 2,428,863
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.19 52.34 48.55
R3 51.16 50.31 47.99
R2 49.13 49.13 47.80
R1 48.28 48.28 47.62 48.71
PP 47.10 47.10 47.10 47.31
S1 46.25 46.25 47.24 46.68
S2 45.07 45.07 47.06
S3 43.04 44.22 46.87
S4 41.01 42.19 46.31
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.78 59.06 51.28
R3 56.61 54.89 50.14
R2 52.44 52.44 49.75
R1 50.72 50.72 49.37 51.58
PP 48.27 48.27 48.27 48.71
S1 46.55 46.55 48.61 47.41
S2 44.10 44.10 48.23
S3 39.93 42.38 47.84
S4 35.76 38.21 46.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.00 45.92 4.08 8.6% 1.98 4.2% 37% False True 528,451
10 50.54 45.83 4.71 9.9% 2.07 4.4% 34% False False 526,699
20 52.28 45.83 6.45 13.6% 1.80 3.8% 25% False False 421,514
40 52.28 44.12 8.16 17.2% 1.57 3.3% 41% False False 256,951
60 52.28 40.29 11.99 25.3% 1.63 3.4% 60% False False 186,745
80 52.28 38.14 14.14 29.8% 1.57 3.3% 66% False False 146,596
100 52.28 35.07 17.21 36.3% 1.59 3.4% 72% False False 121,663
120 52.28 32.22 20.06 42.3% 1.64 3.4% 76% False False 104,263
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 56.58
2.618 53.26
1.618 51.23
1.000 49.98
0.618 49.20
HIGH 47.95
0.618 47.17
0.500 46.94
0.382 46.70
LOW 45.92
0.618 44.67
1.000 43.89
1.618 42.64
2.618 40.61
4.250 37.29
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 47.27 47.64
PP 47.10 47.57
S1 46.94 47.50

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

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