NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 48.36 48.61 0.25 0.5% 48.03
High 49.12 49.52 0.40 0.8% 50.24
Low 48.16 48.37 0.21 0.4% 47.63
Close 49.05 49.09 0.04 0.1% 49.09
Range 0.96 1.15 0.19 19.8% 2.61
ATR 1.69 1.65 -0.04 -2.3% 0.00
Volume 22,830 13,864 -8,966 -39.3% 110,553
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.44 51.92 49.72
R3 51.29 50.77 49.41
R2 50.14 50.14 49.30
R1 49.62 49.62 49.20 49.88
PP 48.99 48.99 48.99 49.13
S1 48.47 48.47 48.98 48.73
S2 47.84 47.84 48.88
S3 46.69 47.32 48.77
S4 45.54 46.17 48.46
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.82 55.56 50.53
R3 54.21 52.95 49.81
R2 51.60 51.60 49.57
R1 50.34 50.34 49.33 50.97
PP 48.99 48.99 48.99 49.30
S1 47.73 47.73 48.85 48.36
S2 46.38 46.38 48.61
S3 43.77 45.12 48.37
S4 41.16 42.51 47.65
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% 1.49 3.0% 56% False False 22,110
10 52.11 47.63 4.48 9.1% 1.76 3.6% 33% False False 18,786
20 52.66 47.63 5.03 10.2% 1.73 3.5% 29% False False 15,218
40 53.72 47.63 6.09 12.4% 1.37 2.8% 24% False False 11,130
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 54.41
2.618 52.53
1.618 51.38
1.000 50.67
0.618 50.23
HIGH 49.52
0.618 49.08
0.500 48.95
0.382 48.81
LOW 48.37
0.618 47.66
1.000 47.22
1.618 46.51
2.618 45.36
4.250 43.48
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 49.04 49.00
PP 48.99 48.91
S1 48.95 48.82

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

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