NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 50.31 50.92 0.61 1.2% 49.14
High 51.13 51.20 0.07 0.1% 51.81
Low 49.72 48.22 -1.50 -3.0% 47.61
Close 50.82 48.51 -2.31 -4.5% 50.82
Range 1.41 2.98 1.57 111.3% 4.20
ATR 1.62 1.72 0.10 6.0% 0.00
Volume 23,159 30,569 7,410 32.0% 129,328
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 58.25 56.36 50.15
R3 55.27 53.38 49.33
R2 52.29 52.29 49.06
R1 50.40 50.40 48.78 49.86
PP 49.31 49.31 49.31 49.04
S1 47.42 47.42 48.24 46.88
S2 46.33 46.33 47.96
S3 43.35 44.44 47.69
S4 40.37 41.46 46.87
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 62.68 60.95 53.13
R3 58.48 56.75 51.98
R2 54.28 54.28 51.59
R1 52.55 52.55 51.21 53.42
PP 50.08 50.08 50.08 50.51
S1 48.35 48.35 50.44 49.22
S2 45.88 45.88 50.05
S3 41.68 44.15 49.67
S4 37.48 39.95 48.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.81 48.22 3.59 7.4% 1.84 3.8% 8% False True 27,845
10 52.00 47.61 4.39 9.0% 1.91 3.9% 21% False False 25,974
20 53.39 47.61 5.78 11.9% 1.64 3.4% 16% False False 22,289
40 53.39 45.26 8.13 16.8% 1.43 2.9% 40% False False 18,867
60 53.39 41.29 12.10 24.9% 1.42 2.9% 60% False False 17,066
80 53.39 39.40 13.99 28.8% 1.33 2.7% 65% False False 15,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.87
2.618 59.00
1.618 56.02
1.000 54.18
0.618 53.04
HIGH 51.20
0.618 50.06
0.500 49.71
0.382 49.36
LOW 48.22
0.618 46.38
1.000 45.24
1.618 43.40
2.618 40.42
4.250 35.56
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 49.71 49.81
PP 49.31 49.37
S1 48.91 48.94

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

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