NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 46.11 46.42 0.31 0.7% 46.46
High 46.82 46.80 -0.02 0.0% 48.37
Low 45.27 45.22 -0.05 -0.1% 45.89
Close 46.45 45.45 -1.00 -2.2% 47.23
Range 1.55 1.58 0.03 1.9% 2.48
ATR 1.67 1.66 -0.01 -0.4% 0.00
Volume 98,637 77,776 -20,861 -21.1% 381,275
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.56 49.59 46.32
R3 48.98 48.01 45.88
R2 47.40 47.40 45.74
R1 46.43 46.43 45.59 46.13
PP 45.82 45.82 45.82 45.67
S1 44.85 44.85 45.31 44.55
S2 44.24 44.24 45.16
S3 42.66 43.27 45.02
S4 41.08 41.69 44.58
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 47.67 45.22 2.45 5.4% 1.33 2.9% 9% False True 67,792
10 48.37 45.22 3.15 6.9% 1.44 3.2% 7% False True 72,323
20 51.53 45.22 6.31 13.9% 1.80 4.0% 4% False True 60,881
40 53.02 45.22 7.80 17.2% 1.55 3.4% 3% False True 43,070
60 53.02 45.03 7.99 17.6% 1.52 3.3% 5% False False 35,462
80 53.02 39.08 13.94 30.7% 1.51 3.3% 46% False False 30,685
100 53.02 39.08 13.94 30.7% 1.44 3.2% 46% False False 26,969
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.52
2.618 50.94
1.618 49.36
1.000 48.38
0.618 47.78
HIGH 46.80
0.618 46.20
0.500 46.01
0.382 45.82
LOW 45.22
0.618 44.24
1.000 43.64
1.618 42.66
2.618 41.08
4.250 38.51
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 46.01 46.11
PP 45.82 45.89
S1 45.64 45.67

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

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