NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 44.69 43.97 -0.72 -1.6% 46.83
High 44.90 44.56 -0.34 -0.8% 47.07
Low 43.87 43.35 -0.52 -1.2% 43.35
Close 43.96 44.51 0.55 1.3% 44.51
Range 1.03 1.21 0.18 17.5% 3.72
ATR 1.44 1.42 -0.02 -1.1% 0.00
Volume 13,176 14,857 1,681 12.8% 78,602
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.77 47.35 45.18
R3 46.56 46.14 44.84
R2 45.35 45.35 44.73
R1 44.93 44.93 44.62 45.14
PP 44.14 44.14 44.14 44.25
S1 43.72 43.72 44.40 43.93
S2 42.93 42.93 44.29
S3 41.72 42.51 44.18
S4 40.51 41.30 43.84
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 56.14 54.04 46.56
R3 52.42 50.32 45.53
R2 48.70 48.70 45.19
R1 46.60 46.60 44.85 45.79
PP 44.98 44.98 44.98 44.57
S1 42.88 42.88 44.17 42.07
S2 41.26 41.26 43.83
S3 37.54 39.16 43.49
S4 33.82 35.44 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.07 43.35 3.72 8.4% 1.19 2.7% 31% False True 15,720
10 49.28 43.35 5.93 13.3% 1.22 2.7% 20% False True 14,900
20 52.11 43.35 8.76 19.7% 1.49 3.3% 13% False True 16,843
40 53.72 43.35 10.37 23.3% 1.42 3.2% 11% False True 13,536
60 53.72 43.35 10.37 23.3% 1.35 3.0% 11% False True 11,383
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.70
2.618 47.73
1.618 46.52
1.000 45.77
0.618 45.31
HIGH 44.56
0.618 44.10
0.500 43.96
0.382 43.81
LOW 43.35
0.618 42.60
1.000 42.14
1.618 41.39
2.618 40.18
4.250 38.21
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 44.33 44.66
PP 44.14 44.61
S1 43.96 44.56

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

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