NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 44.00 43.31 -0.69 -1.6% 46.28
High 44.29 43.89 -0.40 -0.9% 46.46
Low 43.21 42.72 -0.49 -1.1% 42.72
Close 43.31 43.84 0.53 1.2% 43.84
Range 1.08 1.17 0.09 8.3% 3.74
ATR 1.52 1.49 -0.02 -1.6% 0.00
Volume 63,317 60,114 -3,203 -5.1% 321,486
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 46.99 46.59 44.48
R3 45.82 45.42 44.16
R2 44.65 44.65 44.05
R1 44.25 44.25 43.95 44.45
PP 43.48 43.48 43.48 43.59
S1 43.08 43.08 43.73 43.28
S2 42.31 42.31 43.63
S3 41.14 41.91 43.52
S4 39.97 40.74 43.20
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.56 53.44 45.90
R3 51.82 49.70 44.87
R2 48.08 48.08 44.53
R1 45.96 45.96 44.18 45.15
PP 44.34 44.34 44.34 43.94
S1 42.22 42.22 43.50 41.41
S2 40.60 40.60 43.15
S3 36.86 38.48 42.81
S4 33.12 34.74 41.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.46 42.72 3.74 8.5% 1.20 2.7% 30% False True 64,297
10 48.76 42.72 6.04 13.8% 1.25 2.9% 19% False True 59,429
20 51.75 42.72 9.03 20.6% 1.56 3.6% 12% False True 70,573
40 53.62 42.72 10.90 24.9% 1.56 3.6% 10% False True 68,348
60 53.62 42.72 10.90 24.9% 1.50 3.4% 10% False True 64,826
80 53.62 40.85 12.77 29.1% 1.52 3.5% 23% False False 63,666
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.86
2.618 46.95
1.618 45.78
1.000 45.06
0.618 44.61
HIGH 43.89
0.618 43.44
0.500 43.31
0.382 43.17
LOW 42.72
0.618 42.00
1.000 41.55
1.618 40.83
2.618 39.66
4.250 37.75
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 43.66 44.04
PP 43.48 43.97
S1 43.31 43.91

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

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