NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	45.86	46.26	0.40	0.9%	45.77
High	46.51	47.05	0.54	1.2%	47.69
Low	45.64	45.78	0.14	0.3%	45.20
Close	46.42	46.65	0.23	0.5%	46.65
Range	0.87	1.27	0.40	46.0%	2.49
ATR	1.84	1.80	-0.04	-2.2%	0.00
Volume	312,794	265,014	-47,780	-15.3%	1,508,229

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.30	49.75	47.35
R3	49.03	48.48	47.00
R2	47.76	47.76	46.88
R1	47.21	47.21	46.77	47.49
PP	46.49	46.49	46.49	46.63
S1	45.94	45.94	46.53	46.22
S2	45.22	45.22	46.42
S3	43.95	44.67	46.30
S4	42.68	43.40	45.95

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.98	52.81	48.02
R3	51.49	50.32	47.33
R2	49.00	49.00	47.11
R1	47.83	47.83	46.88	48.42
PP	46.51	46.51	46.51	46.81
S1	45.34	45.34	46.42	45.93
S2	44.02	44.02	46.19
S3	41.53	42.85	45.97
S4	39.04	40.36	45.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.69	45.20	2.49	5.3%	1.60	3.4%	58%	False	False	301,645
10	50.03	45.20	4.83	10.4%	1.90	4.1%	30%	False	False	244,366
20	51.11	45.20	5.91	12.7%	1.92	4.1%	25%	False	False	180,065
40	52.73	45.20	7.53	16.1%	1.59	3.4%	19%	False	False	121,723
60	52.73	44.51	8.22	17.6%	1.58	3.4%	26%	False	False	94,808
80	52.73	38.67	14.06	30.1%	1.58	3.4%	57%	False	False	79,438
100	52.73	36.21	16.52	35.4%	1.55	3.3%	63%	False	False	69,530
120	52.73	34.69	18.04	38.7%	1.60	3.4%	66%	False	False	62,028

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.45
2.618	50.37
1.618	49.10
1.000	48.32
0.618	47.83
HIGH	47.05
0.618	46.56
0.500	46.42
0.382	46.27
LOW	45.78
0.618	45.00
1.000	44.51
1.618	43.73
2.618	42.46
4.250	40.38

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	46.57	46.54
PP	46.49	46.44
S1	46.42	46.33

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols