NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 49.09 46.50 -2.59 -5.3% 50.45
High 49.53 47.27 -2.26 -4.6% 50.62
Low 46.17 46.11 -0.06 -0.1% 46.11
Close 46.46 46.75 0.29 0.6% 46.75
Range 3.36 1.16 -2.20 -65.5% 4.51
ATR 1.88 1.83 -0.05 -2.7% 0.00
Volume 41,596 48,375 6,779 16.3% 217,855
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.19 49.63 47.39
R3 49.03 48.47 47.07
R2 47.87 47.87 46.96
R1 47.31 47.31 46.86 47.59
PP 46.71 46.71 46.71 46.85
S1 46.15 46.15 46.64 46.43
S2 45.55 45.55 46.54
S3 44.39 44.99 46.43
S4 43.23 43.83 46.11
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 61.36 58.56 49.23
R3 56.85 54.05 47.99
R2 52.34 52.34 47.58
R1 49.54 49.54 47.16 48.69
PP 47.83 47.83 47.83 47.40
S1 45.03 45.03 46.34 44.18
S2 43.32 43.32 45.92
S3 38.81 40.52 45.51
S4 34.30 36.01 44.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.62 46.11 4.51 9.6% 2.19 4.7% 14% False True 51,286
10 51.53 46.11 5.42 11.6% 2.16 4.6% 12% False True 50,989
20 52.09 46.11 5.98 12.8% 1.81 3.9% 11% False True 41,201
40 53.02 46.11 6.91 14.8% 1.48 3.2% 9% False True 30,467
60 53.02 41.04 11.98 25.6% 1.54 3.3% 48% False False 26,804
80 53.02 39.08 13.94 29.8% 1.47 3.1% 55% False False 23,854
100 53.02 36.98 16.04 34.3% 1.45 3.1% 61% False False 20,897
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 52.20
2.618 50.31
1.618 49.15
1.000 48.43
0.618 47.99
HIGH 47.27
0.618 46.83
0.500 46.69
0.382 46.55
LOW 46.11
0.618 45.39
1.000 44.95
1.618 44.23
2.618 43.07
4.250 41.18
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 46.73 47.82
PP 46.71 47.46
S1 46.69 47.11

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

View Archives - Comment on this page... - Back to Index of Symbols