NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 49.63 47.08 -2.55 -5.1% 50.92
High 50.10 47.83 -2.27 -4.5% 51.20
Low 46.77 46.75 -0.02 0.0% 46.75
Close 47.07 47.37 0.30 0.6% 47.37
Range 3.33 1.08 -2.25 -67.6% 4.45
ATR 1.85 1.79 -0.05 -3.0% 0.00
Volume 26,050 23,656 -2,394 -9.2% 120,838
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.56 50.04 47.96
R3 49.48 48.96 47.67
R2 48.40 48.40 47.57
R1 47.88 47.88 47.47 48.14
PP 47.32 47.32 47.32 47.45
S1 46.80 46.80 47.27 47.06
S2 46.24 46.24 47.17
S3 45.16 45.72 47.07
S4 44.08 44.64 46.78
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 61.79 59.03 49.82
R3 57.34 54.58 48.59
R2 52.89 52.89 48.19
R1 50.13 50.13 47.78 49.29
PP 48.44 48.44 48.44 48.02
S1 45.68 45.68 46.96 44.84
S2 43.99 43.99 46.55
S3 39.54 41.23 46.15
S4 35.09 36.78 44.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.20 46.75 4.45 9.4% 2.15 4.5% 14% False True 28,799
10 52.00 46.75 5.25 11.1% 2.11 4.4% 12% False True 27,905
20 52.49 46.75 5.74 12.1% 1.77 3.7% 11% False True 24,106
40 53.39 46.75 6.64 14.0% 1.43 3.0% 9% False True 19,255
60 53.39 41.29 12.10 25.5% 1.47 3.1% 50% False False 17,600
80 53.39 39.40 13.99 29.5% 1.38 2.9% 57% False False 16,026
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.34
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 52.42
2.618 50.66
1.618 49.58
1.000 48.91
0.618 48.50
HIGH 47.83
0.618 47.42
0.500 47.29
0.382 47.16
LOW 46.75
0.618 46.08
1.000 45.67
1.618 45.00
2.618 43.92
4.250 42.16
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 47.34 48.43
PP 47.32 48.07
S1 47.29 47.72

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

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