NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 45.07 44.58 -0.49 -1.1% 49.11
High 45.77 46.93 1.16 2.5% 49.35
Low 44.42 44.51 0.09 0.2% 44.77
Close 44.76 46.80 2.04 4.6% 45.41
Range 1.35 2.42 1.07 79.3% 4.58
ATR 1.85 1.89 0.04 2.2% 0.00
Volume 533,657 658,257 124,600 23.3% 2,510,828
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.34 52.49 48.13
R3 50.92 50.07 47.47
R2 48.50 48.50 47.24
R1 47.65 47.65 47.02 48.08
PP 46.08 46.08 46.08 46.29
S1 45.23 45.23 46.58 45.66
S2 43.66 43.66 46.36
S3 41.24 42.81 46.13
S4 38.82 40.39 45.47
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 48.25 44.42 3.83 8.2% 2.08 4.4% 62% False False 618,709
10 50.00 44.42 5.58 11.9% 1.99 4.3% 43% False False 562,699
20 50.54 44.42 6.12 13.1% 1.93 4.1% 39% False False 498,994
40 52.28 44.42 7.86 16.8% 1.61 3.4% 30% False False 312,225
60 52.28 40.29 11.99 25.6% 1.67 3.6% 54% False False 225,403
80 52.28 38.14 14.14 30.2% 1.60 3.4% 61% False False 176,522
100 52.28 35.52 16.76 35.8% 1.59 3.4% 67% False False 145,848
120 52.28 32.60 19.68 42.1% 1.65 3.5% 72% False False 124,610
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.22
2.618 53.27
1.618 50.85
1.000 49.35
0.618 48.43
HIGH 46.93
0.618 46.01
0.500 45.72
0.382 45.43
LOW 44.51
0.618 43.01
1.000 42.09
1.618 40.59
2.618 38.17
4.250 34.23
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 46.44 46.43
PP 46.08 46.05
S1 45.72 45.68

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

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