NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 44.88 43.80 -1.08 -2.4% 47.23
High 45.05 44.11 -0.94 -2.1% 47.41
Low 43.69 43.13 -0.56 -1.3% 44.42
Close 43.87 43.68 -0.19 -0.4% 44.88
Range 1.36 0.98 -0.38 -27.9% 2.99
ATR 1.61 1.57 -0.05 -2.8% 0.00
Volume 71,819 103,915 32,096 44.7% 361,628
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 46.58 46.11 44.22
R3 45.60 45.13 43.95
R2 44.62 44.62 43.86
R1 44.15 44.15 43.77 43.90
PP 43.64 43.64 43.64 43.51
S1 43.17 43.17 43.59 42.92
S2 42.66 42.66 43.50
S3 41.68 42.19 43.41
S4 40.70 41.21 43.14
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 46.82 43.13 3.69 8.4% 1.34 3.1% 15% False True 84,037
10 48.06 43.13 4.93 11.3% 1.33 3.0% 11% False True 74,676
20 51.27 43.13 8.14 18.6% 1.64 3.8% 7% False True 66,944
40 53.02 43.13 9.89 22.6% 1.57 3.6% 6% False True 47,788
60 53.02 43.13 9.89 22.6% 1.51 3.5% 6% False True 38,768
80 53.02 39.08 13.94 31.9% 1.50 3.4% 33% False False 33,282
100 53.02 39.08 13.94 31.9% 1.45 3.3% 33% False False 29,069
120 53.02 35.44 17.58 40.2% 1.46 3.3% 47% False False 26,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.28
2.618 46.68
1.618 45.70
1.000 45.09
0.618 44.72
HIGH 44.11
0.618 43.74
0.500 43.62
0.382 43.50
LOW 43.13
0.618 42.52
1.000 42.15
1.618 41.54
2.618 40.56
4.250 38.97
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 43.66 44.39
PP 43.64 44.15
S1 43.62 43.92

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

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