NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 47.05 46.92 -0.13 -0.3% 50.92
High 47.76 49.06 1.30 2.7% 51.20
Low 46.54 46.81 0.27 0.6% 46.75
Close 46.93 48.92 1.99 4.2% 47.37
Range 1.22 2.25 1.03 84.4% 4.45
ATR 1.75 1.79 0.04 2.0% 0.00
Volume 48,690 61,452 12,762 26.2% 120,838
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.01 54.22 50.16
R3 52.76 51.97 49.54
R2 50.51 50.51 49.33
R1 49.72 49.72 49.13 50.12
PP 48.26 48.26 48.26 48.46
S1 47.47 47.47 48.71 47.87
S2 46.01 46.01 48.51
S3 43.76 45.22 48.30
S4 41.51 42.97 47.68
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 50.10 46.54 3.56 7.3% 1.96 4.0% 67% False False 40,082
10 51.81 46.54 5.27 10.8% 1.90 3.9% 45% False False 33,963
20 52.00 46.54 5.46 11.2% 1.80 3.7% 44% False False 27,677
40 53.39 46.54 6.85 14.0% 1.48 3.0% 35% False False 21,295
60 53.39 41.29 12.10 24.7% 1.49 3.0% 63% False False 19,089
80 53.39 39.40 13.99 28.6% 1.40 2.9% 68% False False 17,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 58.62
2.618 54.95
1.618 52.70
1.000 51.31
0.618 50.45
HIGH 49.06
0.618 48.20
0.500 47.94
0.382 47.67
LOW 46.81
0.618 45.42
1.000 44.56
1.618 43.17
2.618 40.92
4.250 37.25
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 48.59 48.55
PP 48.26 48.17
S1 47.94 47.80

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

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