NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 47.13 47.35 0.22 0.5% 47.05
High 47.86 48.35 0.49 1.0% 49.06
Low 46.93 47.11 0.18 0.4% 46.54
Close 47.77 47.89 0.12 0.3% 47.89
Range 0.93 1.24 0.31 33.3% 2.52
ATR 1.78 1.74 -0.04 -2.2% 0.00
Volume 35,824 29,452 -6,372 -17.8% 232,903
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.50 50.94 48.57
R3 50.26 49.70 48.23
R2 49.02 49.02 48.12
R1 48.46 48.46 48.00 48.74
PP 47.78 47.78 47.78 47.93
S1 47.22 47.22 47.78 47.50
S2 46.54 46.54 47.66
S3 45.30 45.98 47.55
S4 44.06 44.74 47.21
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.39 54.16 49.28
R3 52.87 51.64 48.58
R2 50.35 50.35 48.35
R1 49.12 49.12 48.12 49.74
PP 47.83 47.83 47.83 48.14
S1 46.60 46.60 47.66 47.22
S2 45.31 45.31 47.43
S3 42.79 44.08 47.20
S4 40.27 41.56 46.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.06 46.54 2.52 5.3% 1.56 3.2% 54% False False 46,580
10 51.20 46.54 4.66 9.7% 1.85 3.9% 29% False False 37,690
20 52.00 46.54 5.46 11.4% 1.84 3.8% 25% False False 30,811
40 53.39 46.54 6.85 14.3% 1.50 3.1% 20% False False 23,102
60 53.39 45.25 8.14 17.0% 1.45 3.0% 32% False False 20,528
80 53.39 39.40 13.99 29.2% 1.42 3.0% 61% False False 18,221
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.62
2.618 51.60
1.618 50.36
1.000 49.59
0.618 49.12
HIGH 48.35
0.618 47.88
0.500 47.73
0.382 47.58
LOW 47.11
0.618 46.34
1.000 45.87
1.618 45.10
2.618 43.86
4.250 41.84
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 47.84 47.81
PP 47.78 47.72
S1 47.73 47.64

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

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