NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 47.58 48.53 0.95 2.0% 48.48
High 48.62 48.94 0.32 0.7% 50.70
Low 46.61 45.57 -1.04 -2.2% 46.53
Close 48.14 45.84 -2.30 -4.8% 49.65
Range 2.01 3.37 1.36 67.7% 4.17
ATR 1.81 1.92 0.11 6.1% 0.00
Volume 217,435 203,360 -14,075 -6.5% 645,916
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.89 54.74 47.69
R3 53.52 51.37 46.77
R2 50.15 50.15 46.46
R1 48.00 48.00 46.15 47.39
PP 46.78 46.78 46.78 46.48
S1 44.63 44.63 45.53 44.02
S2 43.41 43.41 45.22
S3 40.04 41.26 44.91
S4 36.67 37.89 43.99
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 50.30 45.57 4.73 10.3% 2.25 4.9% 6% False True 168,596
10 51.08 45.57 5.51 12.0% 2.18 4.8% 5% False True 147,023
20 52.73 45.57 7.16 15.6% 1.87 4.1% 4% False True 119,284
40 52.73 45.57 7.16 15.6% 1.57 3.4% 4% False True 85,009
60 52.73 40.58 12.15 26.5% 1.62 3.5% 43% False False 69,729
80 52.73 38.67 14.06 30.7% 1.56 3.4% 51% False False 60,163
100 52.73 36.18 16.55 36.1% 1.57 3.4% 58% False False 53,265
120 52.73 32.85 19.88 43.4% 1.63 3.5% 65% False False 48,288
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 63.26
2.618 57.76
1.618 54.39
1.000 52.31
0.618 51.02
HIGH 48.94
0.618 47.65
0.500 47.26
0.382 46.86
LOW 45.57
0.618 43.49
1.000 42.20
1.618 40.12
2.618 36.75
4.250 31.25
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 47.26 47.80
PP 46.78 47.15
S1 46.31 46.49

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

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