NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 46.83 47.88 1.05 2.2% 47.81
High 47.95 48.25 0.30 0.6% 50.00
Low 45.92 44.87 -1.05 -2.3% 45.83
Close 47.43 45.14 -2.29 -4.8% 48.99
Range 2.03 3.38 1.35 66.5% 4.17
ATR 1.84 1.95 0.11 6.0% 0.00
Volume 607,663 710,893 103,230 17.0% 2,428,863
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.23 54.06 47.00
R3 52.85 50.68 46.07
R2 49.47 49.47 45.76
R1 47.30 47.30 45.45 46.70
PP 46.09 46.09 46.09 45.78
S1 43.92 43.92 44.83 43.32
S2 42.71 42.71 44.52
S3 39.33 40.54 44.21
S4 35.95 37.16 43.28
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 49.62 44.87 4.75 10.5% 2.26 5.0% 6% False True 568,334
10 50.45 44.87 5.58 12.4% 2.20 4.9% 5% False True 540,794
20 52.28 44.87 7.41 16.4% 1.90 4.2% 4% False True 443,854
40 52.28 44.87 7.41 16.4% 1.60 3.6% 4% False True 273,214
60 52.28 40.29 11.99 26.6% 1.65 3.7% 40% False False 197,774
80 52.28 38.14 14.14 31.3% 1.59 3.5% 50% False False 155,241
100 52.28 35.52 16.76 37.1% 1.61 3.6% 57% False False 128,604
120 52.28 32.22 20.06 44.4% 1.65 3.7% 64% False False 110,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.62
2.618 57.10
1.618 53.72
1.000 51.63
0.618 50.34
HIGH 48.25
0.618 46.96
0.500 46.56
0.382 46.16
LOW 44.87
0.618 42.78
1.000 41.49
1.618 39.40
2.618 36.02
4.250 30.51
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 46.56 47.11
PP 46.09 46.45
S1 45.61 45.80

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

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