NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 45.19 45.07 -0.12 -0.3% 49.11
High 45.97 45.77 -0.20 -0.4% 49.35
Low 44.77 44.42 -0.35 -0.8% 44.77
Close 45.41 44.76 -0.65 -1.4% 45.41
Range 1.20 1.35 0.15 12.5% 4.58
ATR 1.89 1.85 -0.04 -2.0% 0.00
Volume 583,078 533,657 -49,421 -8.5% 2,510,828
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.03 48.25 45.50
R3 47.68 46.90 45.13
R2 46.33 46.33 45.01
R1 45.55 45.55 44.88 45.27
PP 44.98 44.98 44.98 44.84
S1 44.20 44.20 44.64 43.92
S2 43.63 43.63 44.51
S3 42.28 42.85 44.39
S4 40.93 41.50 44.02
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 44.42 4.93 11.0% 2.20 4.9% 7% False True 608,897
10 50.00 44.42 5.58 12.5% 1.96 4.4% 6% False True 547,334
20 50.54 44.42 6.12 13.7% 1.86 4.2% 6% False True 476,302
40 52.28 44.42 7.86 17.6% 1.57 3.5% 4% False True 297,096
60 52.28 40.29 11.99 26.8% 1.66 3.7% 37% False False 215,235
80 52.28 38.14 14.14 31.6% 1.59 3.6% 47% False False 168,631
100 52.28 35.52 16.76 37.4% 1.58 3.5% 55% False False 139,403
120 52.28 32.22 20.06 44.8% 1.64 3.7% 63% False False 119,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.51
2.618 49.30
1.618 47.95
1.000 47.12
0.618 46.60
HIGH 45.77
0.618 45.25
0.500 45.10
0.382 44.94
LOW 44.42
0.618 43.59
1.000 43.07
1.618 42.24
2.618 40.89
4.250 38.68
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 45.10 46.34
PP 44.98 45.81
S1 44.87 45.29

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

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