NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 43.07 42.66 -0.41 -1.0% 46.83
High 43.39 43.20 -0.19 -0.4% 46.84
Low 42.36 41.68 -0.68 -1.6% 43.74
Close 42.92 41.92 -1.00 -2.3% 44.19
Range 1.03 1.52 0.49 47.6% 3.10
ATR 1.60 1.60 -0.01 -0.4% 0.00
Volume 461,324 537,390 76,066 16.5% 2,218,670
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 46.83 45.89 42.76
R3 45.31 44.37 42.34
R2 43.79 43.79 42.20
R1 42.85 42.85 42.06 42.56
PP 42.27 42.27 42.27 42.12
S1 41.33 41.33 41.78 41.04
S2 40.75 40.75 41.64
S3 39.23 39.81 41.50
S4 37.71 38.29 41.08
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.22 52.31 45.90
R3 51.12 49.21 45.04
R2 48.02 48.02 44.76
R1 46.11 46.11 44.47 45.52
PP 44.92 44.92 44.92 44.63
S1 43.01 43.01 43.91 42.42
S2 41.82 41.82 43.62
S3 38.72 39.91 43.34
S4 35.62 36.81 42.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.09 41.68 4.41 10.5% 1.35 3.2% 5% False True 449,986
10 47.05 41.68 5.37 12.8% 1.29 3.1% 4% False True 418,502
20 50.70 41.68 9.02 21.5% 1.66 4.0% 3% False True 317,525
40 52.73 41.68 11.05 26.4% 1.63 3.9% 2% False True 203,748
60 52.73 41.68 11.05 26.4% 1.57 3.7% 2% False True 150,513
80 52.73 38.67 14.06 33.5% 1.58 3.8% 23% False False 122,191
100 52.73 38.67 14.06 33.5% 1.54 3.7% 23% False False 103,579
120 52.73 34.69 18.04 43.0% 1.56 3.7% 40% False False 90,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 49.66
2.618 47.18
1.618 45.66
1.000 44.72
0.618 44.14
HIGH 43.20
0.618 42.62
0.500 42.44
0.382 42.26
LOW 41.68
0.618 40.74
1.000 40.16
1.618 39.22
2.618 37.70
4.250 35.22
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 42.44 43.03
PP 42.27 42.66
S1 42.09 42.29

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

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