NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 44.58 46.58 2.00 4.5% 49.11
High 46.93 46.71 -0.22 -0.5% 49.35
Low 44.51 44.56 0.05 0.1% 44.77
Close 46.80 44.75 -2.05 -4.4% 45.41
Range 2.42 2.15 -0.27 -11.2% 4.58
ATR 1.89 1.92 0.02 1.3% 0.00
Volume 658,257 686,245 27,988 4.3% 2,510,828
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.79 50.42 45.93
R3 49.64 48.27 45.34
R2 47.49 47.49 45.14
R1 46.12 46.12 44.95 45.73
PP 45.34 45.34 45.34 45.15
S1 43.97 43.97 44.55 43.58
S2 43.19 43.19 44.36
S3 41.04 41.82 44.16
S4 38.89 39.67 43.57
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 8.6% 2.10 4.7% 9% False False 634,426
10 50.00 44.42 5.58 12.5% 2.04 4.6% 6% False False 581,438
20 50.54 44.42 6.12 13.7% 1.99 4.4% 5% False False 522,073
40 52.28 44.42 7.86 17.6% 1.62 3.6% 4% False False 327,844
60 52.28 42.28 10.00 22.3% 1.66 3.7% 25% False False 236,275
80 52.28 38.14 14.14 31.6% 1.61 3.6% 47% False False 184,655
100 52.28 35.52 16.76 37.5% 1.59 3.6% 55% False False 152,562
120 52.28 33.98 18.30 40.9% 1.65 3.7% 59% False False 130,237
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.85
2.618 52.34
1.618 50.19
1.000 48.86
0.618 48.04
HIGH 46.71
0.618 45.89
0.500 45.64
0.382 45.38
LOW 44.56
0.618 43.23
1.000 42.41
1.618 41.08
2.618 38.93
4.250 35.42
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 45.64 45.68
PP 45.34 45.37
S1 45.05 45.06

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

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