NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 50.71 48.23 -2.48 -4.9% 51.81
High 51.07 48.88 -2.19 -4.3% 52.11
Low 47.91 47.82 -0.09 -0.2% 47.82
Close 48.12 48.44 0.32 0.7% 48.44
Range 3.16 1.06 -2.10 -66.5% 4.29
ATR 1.74 1.69 -0.05 -2.8% 0.00
Volume 14,676 19,434 4,758 32.4% 61,589
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.56 51.06 49.02
R3 50.50 50.00 48.73
R2 49.44 49.44 48.63
R1 48.94 48.94 48.54 49.19
PP 48.38 48.38 48.38 48.51
S1 47.88 47.88 48.34 48.13
S2 47.32 47.32 48.25
S3 46.26 46.82 48.15
S4 45.20 45.76 47.86
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 62.33 59.67 50.80
R3 58.04 55.38 49.62
R2 53.75 53.75 49.23
R1 51.09 51.09 48.83 50.28
PP 49.46 49.46 49.46 49.05
S1 46.80 46.80 48.05 45.99
S2 45.17 45.17 47.65
S3 40.88 42.51 47.26
S4 36.59 38.22 46.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.11 47.82 4.29 8.9% 2.02 4.2% 14% False True 15,462
10 52.66 47.82 4.84 10.0% 2.00 4.1% 13% False True 15,019
20 52.66 47.82 4.84 10.0% 1.62 3.3% 13% False True 11,977
40 53.72 47.82 5.90 12.2% 1.29 2.7% 11% False True 9,230
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 53.39
2.618 51.66
1.618 50.60
1.000 49.94
0.618 49.54
HIGH 48.88
0.618 48.48
0.500 48.35
0.382 48.22
LOW 47.82
0.618 47.16
1.000 46.76
1.618 46.10
2.618 45.04
4.250 43.32
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 48.41 49.45
PP 48.38 49.11
S1 48.35 48.78

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

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