NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 46.84 47.23 0.39 0.8% 46.46
High 47.67 47.41 -0.26 -0.5% 48.37
Low 46.41 46.14 -0.27 -0.6% 45.89
Close 47.23 46.54 -0.69 -1.5% 47.23
Range 1.26 1.27 0.01 0.8% 2.48
ATR 1.77 1.73 -0.04 -2.0% 0.00
Volume 45,374 39,942 -5,432 -12.0% 381,275
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.51 49.79 47.24
R3 49.24 48.52 46.89
R2 47.97 47.97 46.77
R1 47.25 47.25 46.66 46.98
PP 46.70 46.70 46.70 46.56
S1 45.98 45.98 46.42 45.71
S2 45.43 45.43 46.31
S3 44.16 44.71 46.19
S4 42.89 43.44 45.84
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.60 53.40 48.59
R3 52.12 50.92 47.91
R2 49.64 49.64 47.68
R1 48.44 48.44 47.46 49.04
PP 47.16 47.16 47.16 47.47
S1 45.96 45.96 47.00 46.56
S2 44.68 44.68 46.78
S3 42.20 43.48 46.55
S4 39.72 41.00 45.87
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% 1.58 3.4% 26% False False 68,825
10 50.62 45.89 4.73 10.2% 1.86 4.0% 14% False False 63,907
20 51.53 45.89 5.64 12.1% 1.83 3.9% 12% False False 54,256
40 53.02 45.89 7.13 15.3% 1.53 3.3% 9% False False 37,967
60 53.02 44.86 8.16 17.5% 1.51 3.3% 21% False False 31,998
80 53.02 39.08 13.94 30.0% 1.50 3.2% 54% False False 27,830
100 53.02 37.52 15.50 33.3% 1.44 3.1% 58% False False 24,675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.81
2.618 50.73
1.618 49.46
1.000 48.68
0.618 48.19
HIGH 47.41
0.618 46.92
0.500 46.78
0.382 46.63
LOW 46.14
0.618 45.36
1.000 44.87
1.618 44.09
2.618 42.82
4.250 40.74
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 46.78 46.91
PP 46.70 46.78
S1 46.62 46.66

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

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