NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 47.77 48.22 0.45 0.9% 47.62
High 48.53 49.00 0.47 1.0% 49.72
Low 47.54 47.77 0.23 0.5% 47.12
Close 48.47 48.54 0.07 0.1% 48.54
Range 0.99 1.23 0.24 24.2% 2.60
ATR 1.80 1.76 -0.04 -2.3% 0.00
Volume 79,290 53,249 -26,041 -32.8% 413,990
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.13 51.56 49.22
R3 50.90 50.33 48.88
R2 49.67 49.67 48.77
R1 49.10 49.10 48.65 49.39
PP 48.44 48.44 48.44 48.58
S1 47.87 47.87 48.43 48.16
S2 47.21 47.21 48.31
S3 45.98 46.64 48.20
S4 44.75 45.41 47.86
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.26 55.00 49.97
R3 53.66 52.40 49.26
R2 51.06 51.06 49.02
R1 49.80 49.80 48.78 50.43
PP 48.46 48.46 48.46 48.78
S1 47.20 47.20 48.30 47.83
S2 45.86 45.86 48.06
S3 43.26 44.60 47.83
S4 40.66 42.00 47.11
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% 1.56 3.2% 55% False False 82,798
10 51.75 47.12 4.63 9.5% 1.87 3.9% 31% False False 81,718
20 52.40 47.12 5.28 10.9% 1.88 3.9% 27% False False 78,529
40 53.62 47.12 6.50 13.4% 1.54 3.2% 22% False False 65,273
60 53.62 45.41 8.21 16.9% 1.52 3.1% 38% False False 63,888
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.23
2.618 52.22
1.618 50.99
1.000 50.23
0.618 49.76
HIGH 49.00
0.618 48.53
0.500 48.39
0.382 48.24
LOW 47.77
0.618 47.01
1.000 46.54
1.618 45.78
2.618 44.55
4.250 42.54
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 48.49 48.46
PP 48.44 48.38
S1 48.39 48.30

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

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