NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 46.28 45.32 -0.96 -2.1% 48.72
High 46.46 45.52 -0.94 -2.0% 48.76
Low 45.13 44.66 -0.47 -1.0% 45.80
Close 45.33 45.15 -0.18 -0.4% 46.27
Range 1.33 0.86 -0.47 -35.3% 2.96
ATR 1.60 1.55 -0.05 -3.3% 0.00
Volume 56,441 74,582 18,141 32.1% 272,805
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.69 47.28 45.62
R3 46.83 46.42 45.39
R2 45.97 45.97 45.31
R1 45.56 45.56 45.23 45.34
PP 45.11 45.11 45.11 45.00
S1 44.70 44.70 45.07 44.48
S2 44.25 44.25 44.99
S3 43.39 43.84 44.91
S4 42.53 42.98 44.68
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.82 54.01 47.90
R3 52.86 51.05 47.08
R2 49.90 49.90 46.81
R1 48.09 48.09 46.54 47.52
PP 46.94 46.94 46.94 46.66
S1 45.13 45.13 46.00 44.56
S2 43.98 43.98 45.73
S3 41.02 42.17 45.46
S4 38.06 39.21 44.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.28 44.66 3.62 8.0% 1.31 2.9% 14% False True 60,140
10 49.35 44.66 4.69 10.4% 1.31 2.9% 10% False True 63,142
20 52.30 44.66 7.64 16.9% 1.63 3.6% 6% False True 72,710
40 53.62 44.66 8.96 19.8% 1.57 3.5% 5% False True 67,370
60 53.62 44.66 8.96 19.8% 1.51 3.3% 5% False True 64,477
80 53.62 39.70 13.92 30.8% 1.52 3.4% 39% False False 63,186
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 49.18
2.618 47.77
1.618 46.91
1.000 46.38
0.618 46.05
HIGH 45.52
0.618 45.19
0.500 45.09
0.382 44.99
LOW 44.66
0.618 44.13
1.000 43.80
1.618 43.27
2.618 42.41
4.250 41.01
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 45.13 45.85
PP 45.11 45.61
S1 45.09 45.38

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

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