NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 45.59 44.55 -1.04 -2.3% 47.97
High 45.77 44.84 -0.93 -2.0% 48.08
Low 44.43 43.90 -0.53 -1.2% 45.13
Close 44.61 44.42 -0.19 -0.4% 45.59
Range 1.34 0.94 -0.40 -29.9% 2.95
ATR 1.59 1.54 -0.05 -2.9% 0.00
Volume 35,356 46,984 11,628 32.9% 146,707
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.21 46.75 44.94
R3 46.27 45.81 44.68
R2 45.33 45.33 44.59
R1 44.87 44.87 44.51 44.63
PP 44.39 44.39 44.39 44.27
S1 43.93 43.93 44.33 43.69
S2 43.45 43.45 44.25
S3 42.51 42.99 44.16
S4 41.57 42.05 43.90
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 47.54 43.90 3.64 8.2% 1.32 3.0% 14% False True 35,918
10 48.71 43.90 4.81 10.8% 1.31 2.9% 11% False True 35,180
20 51.81 43.90 7.91 17.8% 1.61 3.6% 7% False True 34,572
40 53.39 43.90 9.49 21.4% 1.53 3.5% 5% False True 26,574
60 53.39 43.90 9.49 21.4% 1.46 3.3% 5% False True 23,034
80 53.39 39.40 13.99 31.5% 1.43 3.2% 36% False False 20,424
100 53.39 39.40 13.99 31.5% 1.37 3.1% 36% False False 18,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 48.84
2.618 47.30
1.618 46.36
1.000 45.78
0.618 45.42
HIGH 44.84
0.618 44.48
0.500 44.37
0.382 44.26
LOW 43.90
0.618 43.32
1.000 42.96
1.618 42.38
2.618 41.44
4.250 39.91
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 44.40 45.12
PP 44.39 44.89
S1 44.37 44.65

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

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