NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 45.86 46.26 0.40 0.9% 45.77
High 46.51 47.05 0.54 1.2% 47.69
Low 45.64 45.78 0.14 0.3% 45.20
Close 46.42 46.65 0.23 0.5% 46.65
Range 0.87 1.27 0.40 46.0% 2.49
ATR 1.84 1.80 -0.04 -2.2% 0.00
Volume 312,794 265,014 -47,780 -15.3% 1,508,229
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.30 49.75 47.35
R3 49.03 48.48 47.00
R2 47.76 47.76 46.88
R1 47.21 47.21 46.77 47.49
PP 46.49 46.49 46.49 46.63
S1 45.94 45.94 46.53 46.22
S2 45.22 45.22 46.42
S3 43.95 44.67 46.30
S4 42.68 43.40 45.95
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.98 52.81 48.02
R3 51.49 50.32 47.33
R2 49.00 49.00 47.11
R1 47.83 47.83 46.88 48.42
PP 46.51 46.51 46.51 46.81
S1 45.34 45.34 46.42 45.93
S2 44.02 44.02 46.19
S3 41.53 42.85 45.97
S4 39.04 40.36 45.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.69 45.20 2.49 5.3% 1.60 3.4% 58% False False 301,645
10 50.03 45.20 4.83 10.4% 1.90 4.1% 30% False False 244,366
20 51.11 45.20 5.91 12.7% 1.92 4.1% 25% False False 180,065
40 52.73 45.20 7.53 16.1% 1.59 3.4% 19% False False 121,723
60 52.73 44.51 8.22 17.6% 1.58 3.4% 26% False False 94,808
80 52.73 38.67 14.06 30.1% 1.58 3.4% 57% False False 79,438
100 52.73 36.21 16.52 35.4% 1.55 3.3% 63% False False 69,530
120 52.73 34.69 18.04 38.7% 1.60 3.4% 66% False False 62,028
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.45
2.618 50.37
1.618 49.10
1.000 48.32
0.618 47.83
HIGH 47.05
0.618 46.56
0.500 46.42
0.382 46.27
LOW 45.78
0.618 45.00
1.000 44.51
1.618 43.73
2.618 42.46
4.250 40.38
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 46.57 46.54
PP 46.49 46.44
S1 46.42 46.33

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

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