NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 48.53 45.91 -2.62 -5.4% 49.90
High 48.94 46.67 -2.27 -4.6% 50.03
Low 45.57 45.47 -0.10 -0.2% 45.47
Close 45.84 46.12 0.28 0.6% 46.12
Range 3.37 1.20 -2.17 -64.4% 4.56
ATR 1.92 1.87 -0.05 -2.7% 0.00
Volume 203,360 239,732 36,372 17.9% 825,783
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.69 49.10 46.78
R3 48.49 47.90 46.45
R2 47.29 47.29 46.34
R1 46.70 46.70 46.23 47.00
PP 46.09 46.09 46.09 46.23
S1 45.50 45.50 46.01 45.80
S2 44.89 44.89 45.90
S3 43.69 44.30 45.79
S4 42.49 43.10 45.46
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.89 58.06 48.63
R3 56.33 53.50 47.37
R2 51.77 51.77 46.96
R1 48.94 48.94 46.54 48.08
PP 47.21 47.21 47.21 46.77
S1 44.38 44.38 45.70 43.52
S2 42.65 42.65 45.28
S3 38.09 39.82 44.87
S4 33.53 35.26 43.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.03 45.47 4.56 9.9% 2.20 4.8% 14% False True 187,087
10 51.08 45.47 5.61 12.2% 2.19 4.7% 12% False True 161,441
20 51.84 45.47 6.37 13.8% 1.86 4.0% 10% False True 126,507
40 52.73 45.47 7.26 15.7% 1.54 3.3% 9% False True 89,595
60 52.73 40.58 12.15 26.3% 1.62 3.5% 46% False False 72,950
80 52.73 38.67 14.06 30.5% 1.56 3.4% 53% False False 62,881
100 52.73 36.21 16.52 35.8% 1.56 3.4% 60% False False 55,439
120 52.73 32.85 19.88 43.1% 1.62 3.5% 67% False False 50,214
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 51.77
2.618 49.81
1.618 48.61
1.000 47.87
0.618 47.41
HIGH 46.67
0.618 46.21
0.500 46.07
0.382 45.93
LOW 45.47
0.618 44.73
1.000 44.27
1.618 43.53
2.618 42.33
4.250 40.37
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 46.10 47.21
PP 46.09 46.84
S1 46.07 46.48

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

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