NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 49.70 48.36 -1.34 -2.7% 51.81
High 49.84 49.12 -0.72 -1.4% 52.11
Low 47.80 48.16 0.36 0.8% 47.82
Close 47.99 49.05 1.06 2.2% 48.44
Range 2.04 0.96 -1.08 -52.9% 4.29
ATR 1.73 1.69 -0.04 -2.5% 0.00
Volume 19,387 22,830 3,443 17.8% 61,589
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 51.66 51.31 49.58
R3 50.70 50.35 49.31
R2 49.74 49.74 49.23
R1 49.39 49.39 49.14 49.57
PP 48.78 48.78 48.78 48.86
S1 48.43 48.43 48.96 48.61
S2 47.82 47.82 48.87
S3 46.86 47.47 48.79
S4 45.90 46.51 48.52
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 50.24 47.63 2.61 5.3% 1.47 3.0% 54% False False 23,224
10 52.19 47.63 4.56 9.3% 1.77 3.6% 31% False False 18,759
20 52.66 47.63 5.03 10.3% 1.75 3.6% 28% False False 15,113
40 53.72 47.63 6.09 12.4% 1.37 2.8% 23% False False 10,958
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 53.20
2.618 51.63
1.618 50.67
1.000 50.08
0.618 49.71
HIGH 49.12
0.618 48.75
0.500 48.64
0.382 48.53
LOW 48.16
0.618 47.57
1.000 47.20
1.618 46.61
2.618 45.65
4.250 44.08
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 48.91 49.04
PP 48.78 49.03
S1 48.64 49.02

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

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