NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 49.03 49.90 0.87 1.8% 48.48
High 49.97 50.03 0.06 0.1% 50.70
Low 48.58 47.00 -1.58 -3.3% 46.53
Close 49.65 47.29 -2.36 -4.8% 49.65
Range 1.39 3.03 1.64 118.0% 4.17
ATR 1.70 1.80 0.09 5.6% 0.00
Volume 109,655 165,256 55,601 50.7% 645,916
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 57.20 55.27 48.96
R3 54.17 52.24 48.12
R2 51.14 51.14 47.85
R1 49.21 49.21 47.57 48.66
PP 48.11 48.11 48.11 47.83
S1 46.18 46.18 47.01 45.63
S2 45.08 45.08 46.73
S3 42.05 43.15 46.46
S4 39.02 40.12 45.62
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 61.47 59.73 51.94
R3 57.30 55.56 50.80
R2 53.13 53.13 50.41
R1 51.39 51.39 50.03 52.26
PP 48.96 48.96 48.96 49.40
S1 47.22 47.22 49.27 48.09
S2 44.79 44.79 48.89
S3 40.62 43.05 48.50
S4 36.45 38.88 47.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.70 47.00 3.70 7.8% 1.91 4.0% 8% False True 141,175
10 51.11 46.53 4.58 9.7% 2.01 4.2% 17% False False 129,300
20 52.73 46.53 6.20 13.1% 1.73 3.7% 12% False False 108,238
40 52.73 44.53 8.20 17.3% 1.54 3.3% 34% False False 76,906
60 52.73 40.58 12.15 25.7% 1.58 3.3% 55% False False 64,229
80 52.73 38.67 14.06 29.7% 1.52 3.2% 61% False False 55,583
100 52.73 34.69 18.04 38.1% 1.55 3.3% 70% False False 49,666
120 52.73 32.85 19.88 42.0% 1.60 3.4% 73% False False 44,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 62.91
2.618 57.96
1.618 54.93
1.000 53.06
0.618 51.90
HIGH 50.03
0.618 48.87
0.500 48.52
0.382 48.16
LOW 47.00
0.618 45.13
1.000 43.97
1.618 42.10
2.618 39.07
4.250 34.12
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 48.52 48.65
PP 48.11 48.20
S1 47.70 47.74

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

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