NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 45.42 45.65 0.23 0.5% 45.77
High 46.13 46.09 -0.04 -0.1% 47.69
Low 44.55 44.52 -0.03 -0.1% 45.20
Close 45.75 44.75 -1.00 -2.2% 46.65
Range 1.58 1.57 -0.01 -0.6% 2.49
ATR 1.71 1.70 -0.01 -0.6% 0.00
Volume 541,014 432,972 -108,042 -20.0% 1,508,229
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.83 48.86 45.61
R3 48.26 47.29 45.18
R2 46.69 46.69 45.04
R1 45.72 45.72 44.89 45.42
PP 45.12 45.12 45.12 44.97
S1 44.15 44.15 44.61 43.85
S2 43.55 43.55 44.46
S3 41.98 42.58 44.32
S4 40.41 41.01 43.89
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 47.05 44.52 2.53 5.7% 1.36 3.0% 9% False True 411,055
10 47.69 44.52 3.17 7.1% 1.47 3.3% 7% False True 353,822
20 51.08 44.52 6.56 14.7% 1.83 4.1% 4% False True 250,423
40 52.73 44.52 8.21 18.3% 1.60 3.6% 3% False True 162,614
60 52.73 44.52 8.21 18.3% 1.58 3.5% 3% False True 122,446
80 52.73 38.67 14.06 31.4% 1.59 3.5% 43% False False 100,856
100 52.73 38.62 14.11 31.5% 1.53 3.4% 43% False False 86,535
120 52.73 34.69 18.04 40.3% 1.57 3.5% 56% False False 76,347
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.76
2.618 50.20
1.618 48.63
1.000 47.66
0.618 47.06
HIGH 46.09
0.618 45.49
0.500 45.31
0.382 45.12
LOW 44.52
0.618 43.55
1.000 42.95
1.618 41.98
2.618 40.41
4.250 37.85
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 45.31 45.45
PP 45.12 45.22
S1 44.94 44.98

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

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