NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 47.67 47.92 0.25 0.5% 47.62
High 48.26 48.28 0.02 0.0% 49.72
Low 46.76 46.63 -0.13 -0.3% 47.12
Close 47.90 46.89 -1.01 -2.1% 48.54
Range 1.50 1.65 0.15 10.0% 2.60
ATR 1.65 1.65 0.00 0.0% 0.00
Volume 77,656 53,170 -24,486 -31.5% 413,990
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.22 51.20 47.80
R3 50.57 49.55 47.34
R2 48.92 48.92 47.19
R1 47.90 47.90 47.04 47.59
PP 47.27 47.27 47.27 47.11
S1 46.25 46.25 46.74 45.94
S2 45.62 45.62 46.59
S3 43.97 44.60 46.44
S4 42.32 42.95 45.98
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 46.63 2.37 5.1% 1.31 2.8% 11% False True 57,439
10 49.72 46.63 3.09 6.6% 1.43 3.0% 8% False True 70,304
20 52.40 46.63 5.77 12.3% 1.79 3.8% 5% False True 76,780
40 53.62 46.63 6.99 14.9% 1.55 3.3% 4% False True 66,846
60 53.62 45.53 8.09 17.3% 1.52 3.2% 17% False False 64,451
80 53.62 39.70 13.92 29.7% 1.53 3.3% 52% False False 62,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 55.29
2.618 52.60
1.618 50.95
1.000 49.93
0.618 49.30
HIGH 48.28
0.618 47.65
0.500 47.46
0.382 47.26
LOW 46.63
0.618 45.61
1.000 44.98
1.618 43.96
2.618 42.31
4.250 39.62
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 47.46 47.48
PP 47.27 47.28
S1 47.08 47.09

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

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