NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 47.99 46.44 -1.55 -3.2% 50.45
High 48.06 47.14 -0.92 -1.9% 50.62
Low 45.89 46.26 0.37 0.8% 46.11
Close 46.07 47.06 0.99 2.1% 46.75
Range 2.17 0.88 -1.29 -59.4% 4.51
ATR 1.86 1.80 -0.06 -3.0% 0.00
Volume 106,724 57,303 -49,421 -46.3% 217,855
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.46 49.14 47.54
R3 48.58 48.26 47.30
R2 47.70 47.70 47.22
R1 47.38 47.38 47.14 47.54
PP 46.82 46.82 46.82 46.90
S1 46.50 46.50 46.98 46.66
S2 45.94 45.94 46.90
S3 45.06 45.62 46.82
S4 44.18 44.74 46.58
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 48.37 45.89 2.48 5.3% 1.55 3.3% 47% False False 76,855
10 50.85 45.89 4.96 10.5% 1.89 4.0% 24% False False 66,189
20 51.53 45.89 5.64 12.0% 1.90 4.0% 21% False False 52,828
40 53.02 45.89 7.13 15.2% 1.53 3.3% 16% False False 36,652
60 53.02 43.37 9.65 20.5% 1.54 3.3% 38% False False 31,348
80 53.02 39.08 13.94 29.6% 1.49 3.2% 57% False False 27,170
100 53.02 36.98 16.04 34.1% 1.45 3.1% 63% False False 23,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 50.88
2.618 49.44
1.618 48.56
1.000 48.02
0.618 47.68
HIGH 47.14
0.618 46.80
0.500 46.70
0.382 46.60
LOW 46.26
0.618 45.72
1.000 45.38
1.618 44.84
2.618 43.96
4.250 42.52
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 46.94 47.13
PP 46.82 47.11
S1 46.70 47.08

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

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