NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 48.15 49.09 0.94 2.0% 48.92
High 49.22 49.53 0.31 0.6% 51.27
Low 47.25 46.17 -1.08 -2.3% 47.10
Close 48.75 46.46 -2.29 -4.7% 50.25
Range 1.97 3.36 1.39 70.6% 4.17
ATR 1.77 1.88 0.11 6.4% 0.00
Volume 66,017 41,596 -24,421 -37.0% 231,702
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 57.47 55.32 48.31
R3 54.11 51.96 47.38
R2 50.75 50.75 47.08
R1 48.60 48.60 46.77 48.00
PP 47.39 47.39 47.39 47.08
S1 45.24 45.24 46.15 44.64
S2 44.03 44.03 45.84
S3 40.67 41.88 45.54
S4 37.31 38.52 44.61
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 62.05 60.32 52.54
R3 57.88 56.15 51.40
R2 53.71 53.71 51.01
R1 51.98 51.98 50.63 52.85
PP 49.54 49.54 49.54 49.97
S1 47.81 47.81 49.87 48.68
S2 45.37 45.37 49.49
S3 41.20 43.64 49.10
S4 37.03 39.47 47.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.85 46.17 4.68 10.1% 2.24 4.8% 6% False True 55,524
10 51.53 46.17 5.36 11.5% 2.15 4.6% 5% False True 49,438
20 53.01 46.17 6.84 14.7% 1.82 3.9% 4% False True 40,211
40 53.02 45.98 7.04 15.2% 1.51 3.2% 7% False False 30,031
60 53.02 41.04 11.98 25.8% 1.54 3.3% 45% False False 26,396
80 53.02 39.08 13.94 30.0% 1.46 3.2% 53% False False 23,350
100 53.02 36.81 16.21 34.9% 1.46 3.2% 60% False False 20,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 63.81
2.618 58.33
1.618 54.97
1.000 52.89
0.618 51.61
HIGH 49.53
0.618 48.25
0.500 47.85
0.382 47.45
LOW 46.17
0.618 44.09
1.000 42.81
1.618 40.73
2.618 37.37
4.250 31.89
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 47.85 48.40
PP 47.39 47.75
S1 46.92 47.11

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

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