NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 48.23 48.03 -0.20 -0.4% 51.81
High 48.88 48.84 -0.04 -0.1% 52.11
Low 47.82 47.63 -0.19 -0.4% 47.82
Close 48.44 48.17 -0.27 -0.6% 48.44
Range 1.06 1.21 0.15 14.2% 4.29
ATR 1.69 1.66 -0.03 -2.0% 0.00
Volume 19,434 24,615 5,181 26.7% 61,589
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.84 51.22 48.84
R3 50.63 50.01 48.50
R2 49.42 49.42 48.39
R1 48.80 48.80 48.28 49.11
PP 48.21 48.21 48.21 48.37
S1 47.59 47.59 48.06 47.90
S2 47.00 47.00 47.95
S3 45.79 46.38 47.84
S4 44.58 45.17 47.50
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 47.63 4.48 9.3% 1.95 4.1% 12% False True 17,240
10 52.66 47.63 5.03 10.4% 1.79 3.7% 11% False True 16,426
20 52.66 47.63 5.03 10.4% 1.63 3.4% 11% False True 12,647
40 53.72 47.63 6.09 12.6% 1.29 2.7% 9% False True 9,576
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.98
2.618 52.01
1.618 50.80
1.000 50.05
0.618 49.59
HIGH 48.84
0.618 48.38
0.500 48.24
0.382 48.09
LOW 47.63
0.618 46.88
1.000 46.42
1.618 45.67
2.618 44.46
4.250 42.49
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 48.24 49.35
PP 48.21 48.96
S1 48.19 48.56

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

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