NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 45.14 45.52 0.38 0.8% 45.07
High 45.80 46.33 0.53 1.2% 46.93
Low 44.95 45.05 0.10 0.2% 44.42
Close 45.68 45.95 0.27 0.6% 45.95
Range 0.85 1.28 0.43 50.6% 2.51
ATR 1.86 1.82 -0.04 -2.2% 0.00
Volume 573,761 430,256 -143,505 -25.0% 2,882,176
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.62 49.06 46.65
R3 48.34 47.78 46.30
R2 47.06 47.06 46.18
R1 46.50 46.50 46.07 46.78
PP 45.78 45.78 45.78 45.92
S1 45.22 45.22 45.83 45.50
S2 44.50 44.50 45.72
S3 43.22 43.94 45.60
S4 41.94 42.66 45.25
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.30 52.13 47.33
R3 50.79 49.62 46.64
R2 48.28 48.28 46.41
R1 47.11 47.11 46.18 47.70
PP 45.77 45.77 45.77 46.06
S1 44.60 44.60 45.72 45.19
S2 43.26 43.26 45.49
S3 40.75 42.09 45.26
S4 38.24 39.58 44.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.93 44.42 2.51 5.5% 1.61 3.5% 61% False False 576,435
10 49.35 44.42 4.93 10.7% 1.91 4.2% 31% False False 579,819
20 50.54 44.42 6.12 13.3% 1.93 4.2% 25% False False 539,476
40 52.28 44.42 7.86 17.1% 1.62 3.5% 19% False False 349,705
60 52.28 44.00 8.28 18.0% 1.62 3.5% 24% False False 251,724
80 52.28 38.14 14.14 30.8% 1.61 3.5% 55% False False 196,620
100 52.28 35.52 16.76 36.5% 1.58 3.4% 62% False False 162,172
120 52.28 33.98 18.30 39.8% 1.63 3.5% 65% False False 138,367
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.77
2.618 49.68
1.618 48.40
1.000 47.61
0.618 47.12
HIGH 46.33
0.618 45.84
0.500 45.69
0.382 45.54
LOW 45.05
0.618 44.26
1.000 43.77
1.618 42.98
2.618 41.70
4.250 39.61
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 45.86 45.85
PP 45.78 45.74
S1 45.69 45.64

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

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