NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 47.97 47.20 -0.77 -1.6% 47.05
High 48.08 47.66 -0.42 -0.9% 49.06
Low 46.81 46.75 -0.06 -0.1% 46.54
Close 47.22 46.88 -0.34 -0.7% 47.89
Range 1.27 0.91 -0.36 -28.3% 2.52
ATR 1.71 1.65 -0.06 -3.3% 0.00
Volume 20,202 29,254 9,052 44.8% 232,903
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.83 49.26 47.38
R3 48.92 48.35 47.13
R2 48.01 48.01 47.05
R1 47.44 47.44 46.96 47.27
PP 47.10 47.10 47.10 47.01
S1 46.53 46.53 46.80 46.36
S2 46.19 46.19 46.71
S3 45.28 45.62 46.63
S4 44.37 44.71 46.38
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.39 54.16 49.28
R3 52.87 51.64 48.58
R2 50.35 50.35 48.35
R1 49.12 49.12 48.12 49.74
PP 47.83 47.83 47.83 48.14
S1 46.60 46.60 47.66 47.22
S2 45.31 45.31 47.43
S3 42.79 44.08 47.20
S4 40.27 41.56 46.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.71 46.57 2.14 4.6% 1.30 2.8% 14% False False 34,443
10 50.10 46.54 3.56 7.6% 1.63 3.5% 10% False False 37,262
20 52.00 46.54 5.46 11.6% 1.77 3.8% 6% False False 31,618
40 53.39 46.54 6.85 14.6% 1.49 3.2% 5% False False 23,871
60 53.39 45.25 8.14 17.4% 1.45 3.1% 20% False False 20,887
80 53.39 39.40 13.99 29.8% 1.42 3.0% 53% False False 18,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 51.53
2.618 50.04
1.618 49.13
1.000 48.57
0.618 48.22
HIGH 47.66
0.618 47.31
0.500 47.21
0.382 47.10
LOW 46.75
0.618 46.19
1.000 45.84
1.618 45.28
2.618 44.37
4.250 42.88
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 47.21 47.55
PP 47.10 47.33
S1 46.99 47.10

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

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