NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 47.11 46.00 -1.11 -2.4% 47.97
High 47.53 46.34 -1.19 -2.5% 48.08
Low 45.93 45.13 -0.80 -1.7% 45.13
Close 46.18 45.59 -0.59 -1.3% 45.59
Range 1.60 1.21 -0.39 -24.4% 2.95
ATR 1.64 1.61 -0.03 -1.9% 0.00
Volume 29,372 24,538 -4,834 -16.5% 146,707
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.32 48.66 46.26
R3 48.11 47.45 45.92
R2 46.90 46.90 45.81
R1 46.24 46.24 45.70 45.97
PP 45.69 45.69 45.69 45.55
S1 45.03 45.03 45.48 44.76
S2 44.48 44.48 45.37
S3 43.27 43.82 45.26
S4 42.06 42.61 44.92
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.12 53.30 47.21
R3 52.17 50.35 46.40
R2 49.22 49.22 46.13
R1 47.40 47.40 45.86 46.84
PP 46.27 46.27 46.27 45.98
S1 44.45 44.45 45.32 43.89
S2 43.32 43.32 45.05
S3 40.37 41.50 44.78
S4 37.42 38.55 43.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.08 45.13 2.95 6.5% 1.30 2.9% 16% False True 29,341
10 49.06 45.13 3.93 8.6% 1.43 3.1% 12% False True 37,961
20 52.00 45.13 6.87 15.1% 1.77 3.9% 7% False True 32,933
40 53.39 45.13 8.26 18.1% 1.52 3.3% 6% False True 25,063
60 53.39 45.13 8.26 18.1% 1.46 3.2% 6% False True 21,971
80 53.39 39.40 13.99 30.7% 1.44 3.2% 44% False False 19,609
100 53.39 39.40 13.99 30.7% 1.36 3.0% 44% False False 17,523
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.48
2.618 49.51
1.618 48.30
1.000 47.55
0.618 47.09
HIGH 46.34
0.618 45.88
0.500 45.74
0.382 45.59
LOW 45.13
0.618 44.38
1.000 43.92
1.618 43.17
2.618 41.96
4.250 39.99
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 45.74 46.34
PP 45.69 46.09
S1 45.64 45.84

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

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