NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 47.23 46.44 -0.79 -1.7% 46.46
High 47.41 46.99 -0.42 -0.9% 48.37
Low 46.14 46.01 -0.13 -0.3% 45.89
Close 46.54 46.14 -0.40 -0.9% 47.23
Range 1.27 0.98 -0.29 -22.8% 2.48
ATR 1.73 1.68 -0.05 -3.1% 0.00
Volume 39,942 77,233 37,291 93.4% 381,275
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.32 48.71 46.68
R3 48.34 47.73 46.41
R2 47.36 47.36 46.32
R1 46.75 46.75 46.23 46.57
PP 46.38 46.38 46.38 46.29
S1 45.77 45.77 46.05 45.59
S2 45.40 45.40 45.96
S3 44.42 44.79 45.87
S4 43.44 43.81 45.60
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 48.06 45.89 2.17 4.7% 1.31 2.8% 12% False False 65,315
10 49.53 45.89 3.64 7.9% 1.66 3.6% 7% False False 65,443
20 51.53 45.89 5.64 12.2% 1.81 3.9% 4% False False 57,122
40 53.02 45.89 7.13 15.5% 1.52 3.3% 4% False False 39,572
60 53.02 44.86 8.16 17.7% 1.51 3.3% 16% False False 33,045
80 53.02 39.08 13.94 30.2% 1.49 3.2% 51% False False 28,672
100 53.02 38.56 14.46 31.3% 1.43 3.1% 52% False False 25,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.16
2.618 49.56
1.618 48.58
1.000 47.97
0.618 47.60
HIGH 46.99
0.618 46.62
0.500 46.50
0.382 46.38
LOW 46.01
0.618 45.40
1.000 45.03
1.618 44.42
2.618 43.44
4.250 41.85
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 46.50 46.84
PP 46.38 46.61
S1 46.26 46.37

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

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