NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 46.50 46.46 -0.04 -0.1% 50.45
High 47.27 47.13 -0.14 -0.3% 50.62
Low 46.11 45.91 -0.20 -0.4% 46.11
Close 46.75 46.22 -0.53 -1.1% 46.75
Range 1.16 1.22 0.06 5.2% 4.51
ATR 1.83 1.78 -0.04 -2.4% 0.00
Volume 48,375 77,092 28,717 59.4% 217,855
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.08 49.37 46.89
R3 48.86 48.15 46.56
R2 47.64 47.64 46.44
R1 46.93 46.93 46.33 46.68
PP 46.42 46.42 46.42 46.29
S1 45.71 45.71 46.11 45.46
S2 45.20 45.20 46.00
S3 43.98 44.49 45.88
S4 42.76 43.27 45.55
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 61.36 58.56 49.23
R3 56.85 54.05 47.99
R2 52.34 52.34 47.58
R1 49.54 49.54 47.16 48.69
PP 47.83 47.83 47.83 47.40
S1 45.03 45.03 46.34 44.18
S2 43.32 43.32 45.92
S3 38.81 40.52 45.51
S4 34.30 36.01 44.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.62 45.91 4.71 10.2% 2.14 4.6% 7% False True 58,989
10 51.27 45.91 5.36 11.6% 1.92 4.2% 6% False True 52,664
20 51.53 45.91 5.62 12.2% 1.79 3.9% 6% False True 43,595
40 53.02 45.91 7.11 15.4% 1.48 3.2% 4% False True 31,818
60 53.02 41.04 11.98 25.9% 1.55 3.3% 43% False False 27,897
80 53.02 39.08 13.94 30.2% 1.46 3.2% 51% False False 24,640
100 53.02 36.98 16.04 34.7% 1.44 3.1% 58% False False 21,573
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.32
2.618 50.32
1.618 49.10
1.000 48.35
0.618 47.88
HIGH 47.13
0.618 46.66
0.500 46.52
0.382 46.38
LOW 45.91
0.618 45.16
1.000 44.69
1.618 43.94
2.618 42.72
4.250 40.73
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 46.52 47.72
PP 46.42 47.22
S1 46.32 46.72

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

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