NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 47.62 47.49 -0.13 -0.3% 51.59
High 48.34 49.72 1.38 2.9% 51.75
Low 47.12 47.45 0.33 0.7% 47.31
Close 47.60 49.57 1.97 4.1% 47.95
Range 1.22 2.27 1.05 86.1% 4.44
ATR 1.78 1.82 0.03 2.0% 0.00
Volume 84,607 101,790 17,183 20.3% 335,179
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.72 54.92 50.82
R3 53.45 52.65 50.19
R2 51.18 51.18 49.99
R1 50.38 50.38 49.78 50.78
PP 48.91 48.91 48.91 49.12
S1 48.11 48.11 49.36 48.51
S2 46.64 46.64 49.15
S3 44.37 45.84 48.95
S4 42.10 43.57 48.32
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 50.63 47.12 3.51 7.1% 1.97 4.0% 70% False False 88,719
10 52.30 47.12 5.18 10.4% 1.95 3.9% 47% False False 82,279
20 52.40 47.12 5.28 10.7% 1.85 3.7% 46% False False 77,219
40 53.62 47.12 6.50 13.1% 1.53 3.1% 38% False False 64,848
60 53.62 41.43 12.19 24.6% 1.57 3.2% 67% False False 63,267
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.37
2.618 55.66
1.618 53.39
1.000 51.99
0.618 51.12
HIGH 49.72
0.618 48.85
0.500 48.59
0.382 48.32
LOW 47.45
0.618 46.05
1.000 45.18
1.618 43.78
2.618 41.51
4.250 37.80
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 49.24 49.19
PP 48.91 48.80
S1 48.59 48.42

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

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