NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 50.37 47.69 -2.68 -5.3% 51.59
High 50.63 48.42 -2.21 -4.4% 51.75
Low 47.31 47.32 0.01 0.0% 47.31
Close 47.64 47.95 0.31 0.7% 47.95
Range 3.32 1.10 -2.22 -66.9% 4.44
ATR 1.88 1.82 -0.06 -3.0% 0.00
Volume 99,158 55,104 -44,054 -44.4% 335,179
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.20 50.67 48.56
R3 50.10 49.57 48.25
R2 49.00 49.00 48.15
R1 48.47 48.47 48.05 48.74
PP 47.90 47.90 47.90 48.03
S1 47.37 47.37 47.85 47.64
S2 46.80 46.80 47.75
S3 45.70 46.27 47.65
S4 44.60 45.17 47.35
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 62.32 59.58 50.39
R3 57.88 55.14 49.17
R2 53.44 53.44 48.76
R1 50.70 50.70 48.36 49.85
PP 49.00 49.00 49.00 48.58
S1 46.26 46.26 47.54 45.41
S2 44.56 44.56 47.14
S3 40.12 41.82 46.73
S4 35.68 37.38 45.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.75 47.31 4.44 9.3% 2.18 4.5% 14% False False 80,638
10 52.40 47.31 5.09 10.6% 2.15 4.5% 13% False False 82,188
20 52.82 47.31 5.51 11.5% 1.81 3.8% 12% False False 73,073
40 53.62 47.31 6.31 13.2% 1.49 3.1% 10% False False 63,162
60 53.62 41.43 12.19 25.4% 1.56 3.3% 53% False False 61,891
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 53.10
2.618 51.30
1.618 50.20
1.000 49.52
0.618 49.10
HIGH 48.42
0.618 48.00
0.500 47.87
0.382 47.74
LOW 47.32
0.618 46.64
1.000 46.22
1.618 45.54
2.618 44.44
4.250 42.65
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 47.92 48.97
PP 47.90 48.63
S1 47.87 48.29

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

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