NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 43.80 43.41 -0.39 -0.9% 47.23
High 44.11 43.92 -0.19 -0.4% 47.41
Low 43.13 42.39 -0.74 -1.7% 44.42
Close 43.68 42.61 -1.07 -2.4% 44.88
Range 0.98 1.53 0.55 56.1% 2.99
ATR 1.57 1.56 0.00 -0.2% 0.00
Volume 103,915 132,822 28,907 27.8% 361,628
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.56 46.62 43.45
R3 46.03 45.09 43.03
R2 44.50 44.50 42.89
R1 43.56 43.56 42.75 43.27
PP 42.97 42.97 42.97 42.83
S1 42.03 42.03 42.47 41.74
S2 41.44 41.44 42.33
S3 39.91 40.50 42.19
S4 38.38 38.97 41.77
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 46.80 42.39 4.41 10.3% 1.33 3.1% 5% False True 90,874
10 47.67 42.39 5.28 12.4% 1.26 3.0% 4% False True 77,286
20 51.27 42.39 8.88 20.8% 1.63 3.8% 2% False True 71,557
40 53.02 42.39 10.63 24.9% 1.58 3.7% 2% False True 50,788
60 53.02 42.39 10.63 24.9% 1.51 3.5% 2% False True 40,695
80 53.02 39.08 13.94 32.7% 1.50 3.5% 25% False False 34,767
100 53.02 39.08 13.94 32.7% 1.45 3.4% 25% False False 30,331
120 53.02 35.44 17.58 41.3% 1.46 3.4% 41% False False 27,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.42
2.618 47.93
1.618 46.40
1.000 45.45
0.618 44.87
HIGH 43.92
0.618 43.34
0.500 43.16
0.382 42.97
LOW 42.39
0.618 41.44
1.000 40.86
1.618 39.91
2.618 38.38
4.250 35.89
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 43.16 43.72
PP 42.97 43.35
S1 42.79 42.98

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

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