NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 46.26 46.83 0.57 1.2% 45.77
High 47.05 46.84 -0.21 -0.4% 47.69
Low 45.78 45.54 -0.24 -0.5% 45.20
Close 46.65 45.94 -0.71 -1.5% 46.65
Range 1.27 1.30 0.03 2.4% 2.49
ATR 1.80 1.77 -0.04 -2.0% 0.00
Volume 265,014 334,568 69,554 26.2% 1,508,229
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.01 49.27 46.66
R3 48.71 47.97 46.30
R2 47.41 47.41 46.18
R1 46.67 46.67 46.06 46.39
PP 46.11 46.11 46.11 45.97
S1 45.37 45.37 45.82 45.09
S2 44.81 44.81 45.70
S3 43.51 44.07 45.58
S4 42.21 42.77 45.23
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 45.25 2.44 5.3% 1.60 3.5% 28% False False 318,576
10 50.03 45.20 4.83 10.5% 1.89 4.1% 15% False False 266,858
20 51.11 45.20 5.91 12.9% 1.86 4.0% 13% False False 192,978
40 52.73 45.20 7.53 16.4% 1.59 3.5% 10% False False 129,290
60 52.73 44.51 8.22 17.9% 1.58 3.4% 17% False False 99,723
80 52.73 38.67 14.06 30.6% 1.58 3.4% 52% False False 83,304
100 52.73 36.93 15.80 34.4% 1.54 3.4% 57% False False 72,671
120 52.73 34.69 18.04 39.3% 1.59 3.5% 62% False False 64,719
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.37
2.618 50.24
1.618 48.94
1.000 48.14
0.618 47.64
HIGH 46.84
0.618 46.34
0.500 46.19
0.382 46.04
LOW 45.54
0.618 44.74
1.000 44.24
1.618 43.44
2.618 42.14
4.250 40.02
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 46.19 46.30
PP 46.11 46.18
S1 46.02 46.06

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

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