NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 48.22 48.72 0.50 1.0% 47.62
High 49.00 48.76 -0.24 -0.5% 49.72
Low 47.77 47.44 -0.33 -0.7% 47.12
Close 48.54 47.88 -0.66 -1.4% 48.54
Range 1.23 1.32 0.09 7.3% 2.60
ATR 1.76 1.73 -0.03 -1.8% 0.00
Volume 53,249 48,147 -5,102 -9.6% 413,990
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.99 51.25 48.61
R3 50.67 49.93 48.24
R2 49.35 49.35 48.12
R1 48.61 48.61 48.00 48.32
PP 48.03 48.03 48.03 47.88
S1 47.29 47.29 47.76 47.00
S2 46.71 46.71 47.64
S3 45.39 45.97 47.52
S4 44.07 44.65 47.15
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 47.24 2.48 5.2% 1.58 3.3% 26% False False 75,506
10 51.75 47.12 4.63 9.7% 1.85 3.9% 16% False False 79,731
20 52.40 47.12 5.28 11.0% 1.83 3.8% 14% False False 78,088
40 53.62 47.12 6.50 13.6% 1.54 3.2% 12% False False 65,432
60 53.62 45.41 8.21 17.1% 1.52 3.2% 30% False False 63,687
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.37
2.618 52.22
1.618 50.90
1.000 50.08
0.618 49.58
HIGH 48.76
0.618 48.26
0.500 48.10
0.382 47.94
LOW 47.44
0.618 46.62
1.000 46.12
1.618 45.30
2.618 43.98
4.250 41.83
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 48.10 48.22
PP 48.03 48.11
S1 47.95 47.99

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

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