NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 47.92 47.67 -0.25 -0.5% 47.62
High 48.33 48.26 -0.07 -0.1% 49.72
Low 47.47 46.76 -0.71 -1.5% 47.12
Close 47.60 47.90 0.30 0.6% 48.54
Range 0.86 1.50 0.64 74.4% 2.60
ATR 1.67 1.65 -0.01 -0.7% 0.00
Volume 54,977 77,656 22,679 41.3% 413,990
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.14 51.52 48.73
R3 50.64 50.02 48.31
R2 49.14 49.14 48.18
R1 48.52 48.52 48.04 48.83
PP 47.64 47.64 47.64 47.80
S1 47.02 47.02 47.76 47.33
S2 46.14 46.14 47.63
S3 44.64 45.52 47.49
S4 43.14 44.02 47.08
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 49.00 46.76 2.24 4.7% 1.18 2.5% 51% False True 62,663
10 50.63 46.76 3.87 8.1% 1.59 3.3% 29% False True 74,903
20 52.40 46.76 5.64 11.8% 1.80 3.8% 20% False True 78,445
40 53.62 46.76 6.86 14.3% 1.54 3.2% 17% False True 66,988
60 53.62 45.48 8.14 17.0% 1.52 3.2% 30% False False 64,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.64
2.618 52.19
1.618 50.69
1.000 49.76
0.618 49.19
HIGH 48.26
0.618 47.69
0.500 47.51
0.382 47.33
LOW 46.76
0.618 45.83
1.000 45.26
1.618 44.33
2.618 42.83
4.250 40.39
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 47.77 47.85
PP 47.64 47.81
S1 47.51 47.76

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

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