NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 46.92 48.35 1.43 3.0% 50.92
High 49.06 48.71 -0.35 -0.7% 51.20
Low 46.81 46.57 -0.24 -0.5% 46.75
Close 48.92 46.76 -2.16 -4.4% 47.37
Range 2.25 2.14 -0.11 -4.9% 4.45
ATR 1.79 1.83 0.04 2.2% 0.00
Volume 61,452 57,485 -3,967 -6.5% 120,838
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.77 52.40 47.94
R3 51.63 50.26 47.35
R2 49.49 49.49 47.15
R1 48.12 48.12 46.96 47.74
PP 47.35 47.35 47.35 47.15
S1 45.98 45.98 46.56 45.60
S2 45.21 45.21 46.37
S3 43.07 43.84 46.17
S4 40.93 41.70 45.58
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 7.6% 2.00 4.3% 6% False False 43,466
10 51.81 46.54 5.27 11.3% 1.97 4.2% 4% False False 36,779
20 52.00 46.54 5.46 11.7% 1.87 4.0% 4% False False 29,679
40 53.39 46.54 6.85 14.6% 1.50 3.2% 3% False False 22,186
60 53.39 43.52 9.87 21.1% 1.48 3.2% 33% False False 19,844
80 53.39 39.40 13.99 29.9% 1.41 3.0% 53% False False 17,646
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.81
2.618 54.31
1.618 52.17
1.000 50.85
0.618 50.03
HIGH 48.71
0.618 47.89
0.500 47.64
0.382 47.39
LOW 46.57
0.618 45.25
1.000 44.43
1.618 43.11
2.618 40.97
4.250 37.48
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 47.64 47.80
PP 47.35 47.45
S1 47.05 47.11

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

View Archives - Comment on this page... - Back to Index of Symbols