NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 49.90 47.58 -2.32 -4.6% 48.48
High 50.03 48.62 -1.41 -2.8% 50.70
Low 47.00 46.61 -0.39 -0.8% 46.53
Close 47.29 48.14 0.85 1.8% 49.65
Range 3.03 2.01 -1.02 -33.7% 4.17
ATR 1.80 1.81 0.02 0.8% 0.00
Volume 165,256 217,435 52,179 31.6% 645,916
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.82 52.99 49.25
R3 51.81 50.98 48.69
R2 49.80 49.80 48.51
R1 48.97 48.97 48.32 49.39
PP 47.79 47.79 47.79 48.00
S1 46.96 46.96 47.96 47.38
S2 45.78 45.78 47.77
S3 43.77 44.95 47.59
S4 41.76 42.94 47.03
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 46.61 4.09 8.5% 1.98 4.1% 37% False True 158,392
10 51.11 46.53 4.58 9.5% 2.05 4.3% 35% False False 141,454
20 52.73 46.53 6.20 12.9% 1.77 3.7% 26% False False 114,576
40 52.73 44.53 8.20 17.0% 1.53 3.2% 44% False False 81,060
60 52.73 40.58 12.15 25.2% 1.59 3.3% 62% False False 67,183
80 52.73 38.67 14.06 29.2% 1.53 3.2% 67% False False 57,882
100 52.73 35.73 17.00 35.3% 1.56 3.2% 73% False False 51,500
120 52.73 32.85 19.88 41.3% 1.61 3.3% 77% False False 46,689
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.16
2.618 53.88
1.618 51.87
1.000 50.63
0.618 49.86
HIGH 48.62
0.618 47.85
0.500 47.62
0.382 47.38
LOW 46.61
0.618 45.37
1.000 44.60
1.618 43.36
2.618 41.35
4.250 38.07
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 47.97 48.32
PP 47.79 48.26
S1 47.62 48.20

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

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