NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 51.14 51.81 0.67 1.3% 49.83
High 52.11 52.11 0.00 0.0% 52.66
Low 50.58 49.34 -1.24 -2.5% 48.46
Close 51.77 49.54 -2.23 -4.3% 51.77
Range 1.53 2.77 1.24 81.0% 4.20
ATR 1.55 1.63 0.09 5.6% 0.00
Volume 15,725 13,802 -1,923 -12.2% 78,061
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 58.64 56.86 51.06
R3 55.87 54.09 50.30
R2 53.10 53.10 50.05
R1 51.32 51.32 49.79 50.83
PP 50.33 50.33 50.33 50.08
S1 48.55 48.55 49.29 48.06
S2 47.56 47.56 49.03
S3 44.79 45.78 48.78
S4 42.02 43.01 48.02
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 63.56 61.87 54.08
R3 59.36 57.67 52.93
R2 55.16 55.16 52.54
R1 53.47 53.47 52.16 54.32
PP 50.96 50.96 50.96 51.39
S1 49.27 49.27 51.39 50.12
S2 46.76 46.76 51.00
S3 42.56 45.07 50.62
S4 38.36 40.87 49.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.66 49.15 3.51 7.1% 1.84 3.7% 11% False False 15,645
10 52.66 48.46 4.20 8.5% 1.81 3.6% 26% False False 13,351
20 53.72 48.46 5.26 10.6% 1.50 3.0% 21% False False 11,152
40 53.72 45.85 7.87 15.9% 1.30 2.6% 47% False False 8,910
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 0.23
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 63.88
2.618 59.36
1.618 56.59
1.000 54.88
0.618 53.82
HIGH 52.11
0.618 51.05
0.500 50.73
0.382 50.40
LOW 49.34
0.618 47.63
1.000 46.57
1.618 44.86
2.618 42.09
4.250 37.57
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 50.73 50.77
PP 50.33 50.36
S1 49.94 49.95

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

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