NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 46.42 45.30 -1.12 -2.4% 47.23
High 46.80 45.64 -1.16 -2.5% 47.41
Low 45.22 44.42 -0.80 -1.8% 44.42
Close 45.45 44.88 -0.57 -1.3% 44.88
Range 1.58 1.22 -0.36 -22.8% 2.99
ATR 1.66 1.63 -0.03 -1.9% 0.00
Volume 77,776 68,040 -9,736 -12.5% 361,628
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.64 47.98 45.55
R3 47.42 46.76 45.22
R2 46.20 46.20 45.10
R1 45.54 45.54 44.99 45.26
PP 44.98 44.98 44.98 44.84
S1 44.32 44.32 44.77 44.04
S2 43.76 43.76 44.66
S3 42.54 43.10 44.54
S4 41.32 41.88 44.21
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.54 52.70 46.52
R3 51.55 49.71 45.70
R2 48.56 48.56 45.43
R1 46.72 46.72 45.15 46.15
PP 45.57 45.57 45.57 45.28
S1 43.73 43.73 44.61 43.16
S2 42.58 42.58 44.33
S3 39.59 40.74 44.06
S4 36.60 37.75 43.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.41 44.42 2.99 6.7% 1.32 2.9% 15% False True 72,325
10 48.37 44.42 3.95 8.8% 1.45 3.2% 12% False True 74,290
20 51.53 44.42 7.11 15.8% 1.80 4.0% 6% False True 62,639
40 53.02 44.42 8.60 19.2% 1.55 3.5% 5% False True 44,306
60 53.02 44.42 8.60 19.2% 1.51 3.4% 5% False True 36,354
80 53.02 39.08 13.94 31.1% 1.51 3.4% 42% False False 31,421
100 53.02 39.08 13.94 31.1% 1.45 3.2% 42% False False 27,542
120 53.02 35.44 17.58 39.2% 1.46 3.3% 54% False False 24,741
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.83
2.618 48.83
1.618 47.61
1.000 46.86
0.618 46.39
HIGH 45.64
0.618 45.17
0.500 45.03
0.382 44.89
LOW 44.42
0.618 43.67
1.000 43.20
1.618 42.45
2.618 41.23
4.250 39.24
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 45.03 45.62
PP 44.98 45.37
S1 44.93 45.13

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

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