NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 48.03 48.14 0.11 0.2% 51.81
High 48.84 50.24 1.40 2.9% 52.11
Low 47.63 48.14 0.51 1.1% 47.82
Close 48.17 50.12 1.95 4.0% 48.44
Range 1.21 2.10 0.89 73.6% 4.29
ATR 1.66 1.69 0.03 1.9% 0.00
Volume 24,615 29,857 5,242 21.3% 61,589
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.80 55.06 51.28
R3 53.70 52.96 50.70
R2 51.60 51.60 50.51
R1 50.86 50.86 50.31 51.23
PP 49.50 49.50 49.50 49.69
S1 48.76 48.76 49.93 49.13
S2 47.40 47.40 49.74
S3 45.30 46.66 49.54
S4 43.20 44.56 48.97
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 51.07 47.63 3.44 6.9% 1.82 3.6% 72% False False 20,451
10 52.66 47.63 5.03 10.0% 1.83 3.7% 50% False False 18,048
20 52.66 47.63 5.03 10.0% 1.68 3.4% 50% False False 13,720
40 53.72 47.63 6.09 12.2% 1.33 2.7% 41% False False 10,206
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 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 59.17
2.618 55.74
1.618 53.64
1.000 52.34
0.618 51.54
HIGH 50.24
0.618 49.44
0.500 49.19
0.382 48.94
LOW 48.14
0.618 46.84
1.000 46.04
1.618 44.74
2.618 42.64
4.250 39.22
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 49.81 49.73
PP 49.50 49.33
S1 49.19 48.94

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

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