NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 47.88 45.19 -2.69 -5.6% 49.11
High 48.25 45.97 -2.28 -4.7% 49.35
Low 44.87 44.77 -0.10 -0.2% 44.77
Close 45.14 45.41 0.27 0.6% 45.41
Range 3.38 1.20 -2.18 -64.5% 4.58
ATR 1.95 1.89 -0.05 -2.7% 0.00
Volume 710,893 583,078 -127,815 -18.0% 2,510,828
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.98 48.40 46.07
R3 47.78 47.20 45.74
R2 46.58 46.58 45.63
R1 46.00 46.00 45.52 46.29
PP 45.38 45.38 45.38 45.53
S1 44.80 44.80 45.30 45.09
S2 44.18 44.18 45.19
S3 42.98 43.60 45.08
S4 41.78 42.40 44.75
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.25 57.41 47.93
R3 55.67 52.83 46.67
R2 51.09 51.09 46.25
R1 48.25 48.25 45.83 47.38
PP 46.51 46.51 46.51 46.08
S1 43.67 43.67 44.99 42.80
S2 41.93 41.93 44.57
S3 37.35 39.09 44.15
S4 32.77 34.51 42.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.35 44.77 4.58 10.1% 2.21 4.9% 14% False True 583,203
10 50.45 44.77 5.68 12.5% 2.20 4.8% 11% False True 558,913
20 51.38 44.77 6.61 14.6% 1.89 4.2% 10% False True 461,707
40 52.28 44.77 7.51 16.5% 1.57 3.5% 9% False True 285,598
60 52.28 40.29 11.99 26.4% 1.66 3.6% 43% False False 206,787
80 52.28 38.14 14.14 31.1% 1.59 3.5% 51% False False 162,285
100 52.28 35.52 16.76 36.9% 1.59 3.5% 59% False False 134,247
120 52.28 32.22 20.06 44.2% 1.65 3.6% 66% False False 114,900
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 51.07
2.618 49.11
1.618 47.91
1.000 47.17
0.618 46.71
HIGH 45.97
0.618 45.51
0.500 45.37
0.382 45.23
LOW 44.77
0.618 44.03
1.000 43.57
1.618 42.83
2.618 41.63
4.250 39.67
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 45.40 46.51
PP 45.38 46.14
S1 45.37 45.78

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

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