NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 48.33 48.32 -0.01 0.0% 48.03
High 48.88 48.82 -0.06 -0.1% 50.24
Low 48.09 47.37 -0.72 -1.5% 47.63
Close 48.21 48.51 0.30 0.6% 49.09
Range 0.79 1.45 0.66 83.5% 2.61
ATR 1.56 1.56 -0.01 -0.5% 0.00
Volume 14,549 19,113 4,564 31.4% 110,553
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 52.58 52.00 49.31
R3 51.13 50.55 48.91
R2 49.68 49.68 48.78
R1 49.10 49.10 48.64 49.39
PP 48.23 48.23 48.23 48.38
S1 47.65 47.65 48.38 47.94
S2 46.78 46.78 48.24
S3 45.33 46.20 48.11
S4 43.88 44.75 47.71
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 49.52 47.37 2.15 4.4% 1.12 2.3% 53% False True 16,629
10 51.07 47.37 3.70 7.6% 1.52 3.1% 31% False True 19,111
20 52.66 47.37 5.29 10.9% 1.69 3.5% 22% False True 16,368
40 53.72 47.37 6.35 13.1% 1.39 2.9% 18% False True 12,027
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.98
2.618 52.62
1.618 51.17
1.000 50.27
0.618 49.72
HIGH 48.82
0.618 48.27
0.500 48.10
0.382 47.92
LOW 47.37
0.618 46.47
1.000 45.92
1.618 45.02
2.618 43.57
4.250 41.21
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 48.37 48.45
PP 48.23 48.39
S1 48.10 48.33

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

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