NYMEX Light Sweet Crude Oil Future August 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 46.12 45.23 -0.89 -1.9% 45.07
High 46.14 45.67 -0.47 -1.0% 46.93
Low 44.86 44.53 -0.33 -0.7% 44.42
Close 45.24 44.65 -0.59 -1.3% 45.95
Range 1.28 1.14 -0.14 -10.9% 2.51
ATR 1.78 1.73 -0.05 -2.6% 0.00
Volume 211,393 128,127 -83,266 -39.4% 2,882,176
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.37 47.65 45.28
R3 47.23 46.51 44.96
R2 46.09 46.09 44.86
R1 45.37 45.37 44.75 45.16
PP 44.95 44.95 44.95 44.85
S1 44.23 44.23 44.55 44.02
S2 43.81 43.81 44.44
S3 42.67 43.09 44.34
S4 41.53 41.95 44.02
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 46.71 44.53 2.18 4.9% 1.34 3.0% 6% False True 405,956
10 48.25 44.42 3.83 8.6% 1.71 3.8% 6% False False 512,333
20 50.54 44.42 6.12 13.7% 1.87 4.2% 4% False False 512,903
40 52.28 44.42 7.86 17.6% 1.61 3.6% 3% False False 354,254
60 52.28 44.00 8.28 18.5% 1.61 3.6% 8% False False 256,377
80 52.28 38.14 14.14 31.7% 1.61 3.6% 46% False False 200,338
100 52.28 37.15 15.13 33.9% 1.57 3.5% 50% False False 165,202
120 52.28 33.98 18.30 41.0% 1.61 3.6% 58% False False 140,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.52
2.618 48.65
1.618 47.51
1.000 46.81
0.618 46.37
HIGH 45.67
0.618 45.23
0.500 45.10
0.382 44.97
LOW 44.53
0.618 43.83
1.000 43.39
1.618 42.69
2.618 41.55
4.250 39.69
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 45.10 45.43
PP 44.95 45.17
S1 44.80 44.91

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

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