NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 45.52 46.12 0.60 1.3% 45.07
High 46.33 46.14 -0.19 -0.4% 46.93
Low 45.05 44.86 -0.19 -0.4% 44.42
Close 45.95 45.24 -0.71 -1.5% 45.95
Range 1.28 1.28 0.00 0.0% 2.51
ATR 1.82 1.78 -0.04 -2.1% 0.00
Volume 430,256 211,393 -218,863 -50.9% 2,882,176
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.25 48.53 45.94
R3 47.97 47.25 45.59
R2 46.69 46.69 45.47
R1 45.97 45.97 45.36 45.69
PP 45.41 45.41 45.41 45.28
S1 44.69 44.69 45.12 44.41
S2 44.13 44.13 45.01
S3 42.85 43.41 44.89
S4 41.57 42.13 44.54
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 44.51 2.42 5.3% 1.60 3.5% 30% False False 511,982
10 49.35 44.42 4.93 10.9% 1.90 4.2% 17% False False 560,439
20 50.54 44.42 6.12 13.5% 1.87 4.1% 13% False False 529,177
40 52.28 44.42 7.86 17.4% 1.61 3.6% 10% False False 353,053
60 52.28 44.00 8.28 18.3% 1.61 3.6% 15% False False 254,613
80 52.28 38.14 14.14 31.3% 1.61 3.6% 50% False False 198,997
100 52.28 36.23 16.05 35.5% 1.57 3.5% 56% False False 164,115
120 52.28 33.98 18.30 40.5% 1.62 3.6% 62% False False 140,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Fibonacci Retracements and Extensions
4.250 51.58
2.618 49.49
1.618 48.21
1.000 47.42
0.618 46.93
HIGH 46.14
0.618 45.65
0.500 45.50
0.382 45.35
LOW 44.86
0.618 44.07
1.000 43.58
1.618 42.79
2.618 41.51
4.250 39.42
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 45.50 45.60
PP 45.41 45.48
S1 45.33 45.36

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

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