NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 49.19 47.77 -1.42 -2.9% 51.59
High 49.35 48.53 -0.82 -1.7% 51.75
Low 47.24 47.54 0.30 0.6% 47.31
Close 47.42 48.47 1.05 2.2% 47.95
Range 2.11 0.99 -1.12 -53.1% 4.44
ATR 1.85 1.80 -0.05 -2.9% 0.00
Volume 95,054 79,290 -15,764 -16.6% 335,179
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.15 50.80 49.01
R3 50.16 49.81 48.74
R2 49.17 49.17 48.65
R1 48.82 48.82 48.56 49.00
PP 48.18 48.18 48.18 48.27
S1 47.83 47.83 48.38 48.01
S2 47.19 47.19 48.29
S3 46.20 46.84 48.20
S4 45.21 45.85 47.93
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 49.72 47.12 2.60 5.4% 1.54 3.2% 52% False False 83,169
10 51.88 47.12 4.76 9.8% 1.89 3.9% 28% False False 82,634
20 52.40 47.12 5.28 10.9% 1.90 3.9% 26% False False 79,567
40 53.62 47.12 6.50 13.4% 1.54 3.2% 21% False False 65,649
60 53.62 43.91 9.71 20.0% 1.55 3.2% 47% False False 64,100
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 0.32
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 52.74
2.618 51.12
1.618 50.13
1.000 49.52
0.618 49.14
HIGH 48.53
0.618 48.15
0.500 48.04
0.382 47.92
LOW 47.54
0.618 46.93
1.000 46.55
1.618 45.94
2.618 44.95
4.250 43.33
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 48.33 48.48
PP 48.18 48.48
S1 48.04 48.47

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

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