NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 46.17 45.71 -0.46 -1.0% 49.22
High 46.17 45.97 -0.20 -0.4% 49.28
Low 45.31 44.43 -0.88 -1.9% 46.43
Close 45.81 44.65 -1.16 -2.5% 46.88
Range 0.86 1.54 0.68 79.1% 2.85
ATR 1.47 1.47 0.01 0.4% 0.00
Volume 19,625 15,229 -4,396 -22.4% 70,405
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.64 48.68 45.50
R3 48.10 47.14 45.07
R2 46.56 46.56 44.93
R1 45.60 45.60 44.79 45.31
PP 45.02 45.02 45.02 44.87
S1 44.06 44.06 44.51 43.77
S2 43.48 43.48 44.37
S3 41.94 42.52 44.23
S4 40.40 40.98 43.80
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.08 54.33 48.45
R3 53.23 51.48 47.66
R2 50.38 50.38 47.40
R1 48.63 48.63 47.14 48.08
PP 47.53 47.53 47.53 47.26
S1 45.78 45.78 46.62 45.23
S2 44.68 44.68 46.36
S3 41.83 42.93 46.10
S4 38.98 40.08 45.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.81 44.43 4.38 9.8% 1.29 2.9% 5% False True 14,903
10 49.52 44.43 5.09 11.4% 1.20 2.7% 4% False True 15,766
20 52.66 44.43 8.23 18.4% 1.54 3.5% 3% False True 16,982
40 53.72 44.43 9.29 20.8% 1.43 3.2% 2% False True 13,116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.52
2.618 50.00
1.618 48.46
1.000 47.51
0.618 46.92
HIGH 45.97
0.618 45.38
0.500 45.20
0.382 45.02
LOW 44.43
0.618 43.48
1.000 42.89
1.618 41.94
2.618 40.40
4.250 37.89
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 45.20 45.75
PP 45.02 45.38
S1 44.83 45.02

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

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