NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 45.91 45.77 -0.14 -0.3% 49.90
High 46.67 46.49 -0.18 -0.4% 50.03
Low 45.47 45.20 -0.27 -0.6% 45.47
Close 46.12 45.52 -0.60 -1.3% 46.12
Range 1.20 1.29 0.09 7.5% 4.56
ATR 1.87 1.83 -0.04 -2.2% 0.00
Volume 239,732 249,914 10,182 4.2% 825,783
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.61 48.85 46.23
R3 48.32 47.56 45.87
R2 47.03 47.03 45.76
R1 46.27 46.27 45.64 46.01
PP 45.74 45.74 45.74 45.60
S1 44.98 44.98 45.40 44.72
S2 44.45 44.45 45.28
S3 43.16 43.69 45.17
S4 41.87 42.40 44.81
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 45.20 4.83 10.6% 2.18 4.8% 7% False True 215,139
10 50.70 45.20 5.50 12.1% 1.95 4.3% 6% False True 172,161
20 51.11 45.20 5.91 13.0% 1.84 4.0% 5% False True 133,886
40 52.73 45.20 7.53 16.5% 1.54 3.4% 4% False True 94,593
60 52.73 40.58 12.15 26.7% 1.62 3.6% 41% False False 76,600
80 52.73 38.67 14.06 30.9% 1.56 3.4% 49% False False 65,540
100 52.73 36.21 16.52 36.3% 1.54 3.4% 56% False False 57,739
120 52.73 32.85 19.88 43.7% 1.62 3.6% 64% False False 52,174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.97
2.618 49.87
1.618 48.58
1.000 47.78
0.618 47.29
HIGH 46.49
0.618 46.00
0.500 45.85
0.382 45.69
LOW 45.20
0.618 44.40
1.000 43.91
1.618 43.11
2.618 41.82
4.250 39.72
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 45.85 47.07
PP 45.74 46.55
S1 45.63 46.04

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

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