NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 45.39 47.37 1.98 4.4% 49.90
High 47.69 47.41 -0.28 -0.6% 50.03
Low 45.30 45.25 -0.05 -0.1% 45.47
Close 47.57 45.44 -2.13 -4.5% 46.12
Range 2.39 2.16 -0.23 -9.6% 4.56
ATR 1.87 1.90 0.03 1.7% 0.00
Volume 303,661 376,846 73,185 24.1% 825,783
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.51 51.14 46.63
R3 50.35 48.98 46.03
R2 48.19 48.19 45.84
R1 46.82 46.82 45.64 46.43
PP 46.03 46.03 46.03 45.84
S1 44.66 44.66 45.24 44.27
S2 43.87 43.87 45.04
S3 41.71 42.50 44.85
S4 39.55 40.34 44.25
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 8.2% 2.08 4.6% 6% False False 274,702
10 50.70 45.20 5.50 12.1% 2.03 4.5% 4% False False 216,547
20 51.11 45.20 5.91 13.0% 1.97 4.3% 4% False False 159,269
40 52.73 45.20 7.53 16.6% 1.60 3.5% 3% False False 109,468
60 52.73 42.65 10.08 22.2% 1.62 3.6% 28% False False 86,517
80 52.73 38.67 14.06 30.9% 1.58 3.5% 48% False False 72,924
100 52.73 36.21 16.52 36.4% 1.56 3.4% 56% False False 64,225
120 52.73 34.67 18.06 39.7% 1.63 3.6% 60% False False 57,544
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.59
2.618 53.06
1.618 50.90
1.000 49.57
0.618 48.74
HIGH 47.41
0.618 46.58
0.500 46.33
0.382 46.08
LOW 45.25
0.618 43.92
1.000 43.09
1.618 41.76
2.618 39.60
4.250 36.07
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 46.33 46.45
PP 46.03 46.11
S1 45.74 45.78

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

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