NYMEX Light Sweet Crude Oil Future August 2016


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 45.23 44.59 -0.64 -1.4% 45.07
High 45.67 45.25 -0.42 -0.9% 46.93
Low 44.53 43.69 -0.84 -1.9% 44.42
Close 44.65 44.94 0.29 0.6% 45.95
Range 1.14 1.56 0.42 36.8% 2.51
ATR 1.73 1.72 -0.01 -0.7% 0.00
Volume 128,127 23,086 -105,041 -82.0% 2,882,176
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.31 48.68 45.80
R3 47.75 47.12 45.37
R2 46.19 46.19 45.23
R1 45.56 45.56 45.08 45.88
PP 44.63 44.63 44.63 44.78
S1 44.00 44.00 44.80 44.32
S2 43.07 43.07 44.65
S3 41.51 42.44 44.51
S4 39.95 40.88 44.08
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.30 52.13 47.33
R3 50.79 49.62 46.64
R2 48.28 48.28 46.41
R1 47.11 47.11 46.18 47.70
PP 45.77 45.77 45.77 46.06
S1 44.60 44.60 45.72 45.19
S2 43.26 43.26 45.49
S3 40.75 42.09 45.26
S4 38.24 39.58 44.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.33 43.69 2.64 5.9% 1.22 2.7% 47% False True 273,324
10 48.25 43.69 4.56 10.1% 1.66 3.7% 27% False True 453,875
20 50.54 43.69 6.85 15.2% 1.87 4.2% 18% False True 490,287
40 52.28 43.69 8.59 19.1% 1.62 3.6% 15% False True 352,674
60 52.28 43.69 8.59 19.1% 1.62 3.6% 15% False True 256,061
80 52.28 38.14 14.14 31.5% 1.62 3.6% 48% False False 200,510
100 52.28 37.15 15.13 33.7% 1.56 3.5% 51% False False 165,142
120 52.28 33.98 18.30 40.7% 1.60 3.6% 60% False False 141,065
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 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 51.88
2.618 49.33
1.618 47.77
1.000 46.81
0.618 46.21
HIGH 45.25
0.618 44.65
0.500 44.47
0.382 44.29
LOW 43.69
0.618 42.73
1.000 42.13
1.618 41.17
2.618 39.61
4.250 37.06
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 44.78 44.93
PP 44.63 44.92
S1 44.47 44.92

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

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