NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 48.72 47.92 -0.80 -1.6% 47.62
High 48.76 48.33 -0.43 -0.9% 49.72
Low 47.44 47.47 0.03 0.1% 47.12
Close 47.88 47.60 -0.28 -0.6% 48.54
Range 1.32 0.86 -0.46 -34.8% 2.60
ATR 1.73 1.67 -0.06 -3.6% 0.00
Volume 48,147 54,977 6,830 14.2% 413,990
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.38 49.85 48.07
R3 49.52 48.99 47.84
R2 48.66 48.66 47.76
R1 48.13 48.13 47.68 47.97
PP 47.80 47.80 47.80 47.72
S1 47.27 47.27 47.52 47.11
S2 46.94 46.94 47.44
S3 46.08 46.41 47.36
S4 45.22 45.55 47.13
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 49.35 47.24 2.11 4.4% 1.30 2.7% 17% False False 66,143
10 50.63 47.12 3.51 7.4% 1.64 3.4% 14% False False 77,431
20 52.40 47.12 5.28 11.1% 1.80 3.8% 9% False False 78,433
40 53.62 47.12 6.50 13.7% 1.53 3.2% 7% False False 65,986
60 53.62 45.41 8.21 17.2% 1.52 3.2% 27% False False 63,857
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 51.99
2.618 50.58
1.618 49.72
1.000 49.19
0.618 48.86
HIGH 48.33
0.618 48.00
0.500 47.90
0.382 47.80
LOW 47.47
0.618 46.94
1.000 46.61
1.618 46.08
2.618 45.22
4.250 43.82
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 47.90 48.22
PP 47.80 48.01
S1 47.70 47.81

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

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