NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 45.77 45.39 -0.38 -0.8% 49.90
High 46.49 47.69 1.20 2.6% 50.03
Low 45.20 45.30 0.10 0.2% 45.47
Close 45.52 47.57 2.05 4.5% 46.12
Range 1.29 2.39 1.10 85.3% 4.56
ATR 1.83 1.87 0.04 2.2% 0.00
Volume 249,914 303,661 53,747 21.5% 825,783
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.02 53.19 48.88
R3 51.63 50.80 48.23
R2 49.24 49.24 48.01
R1 48.41 48.41 47.79 48.83
PP 46.85 46.85 46.85 47.06
S1 46.02 46.02 47.35 46.44
S2 44.46 44.46 47.13
S3 42.07 43.63 46.91
S4 39.68 41.24 46.26
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 48.94 45.20 3.74 7.9% 2.05 4.3% 63% False False 242,820
10 50.70 45.20 5.50 11.6% 1.98 4.2% 43% False False 191,998
20 51.11 45.20 5.91 12.4% 1.90 4.0% 40% False False 144,285
40 52.73 45.20 7.53 15.8% 1.58 3.3% 31% False False 101,160
60 52.73 40.58 12.15 25.5% 1.63 3.4% 58% False False 80,886
80 52.73 38.67 14.06 29.6% 1.57 3.3% 63% False False 68,764
100 52.73 36.21 16.52 34.7% 1.55 3.3% 69% False False 60,582
120 52.73 33.16 19.57 41.1% 1.62 3.4% 74% False False 54,544
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.85
2.618 53.95
1.618 51.56
1.000 50.08
0.618 49.17
HIGH 47.69
0.618 46.78
0.500 46.50
0.382 46.21
LOW 45.30
0.618 43.82
1.000 42.91
1.618 41.43
2.618 39.04
4.250 35.14
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 47.21 47.20
PP 46.85 46.82
S1 46.50 46.45

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

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