NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 46.06 47.99 1.93 4.2% 50.45
High 48.37 48.06 -0.31 -0.6% 50.62
Low 46.05 45.89 -0.16 -0.3% 46.11
Close 48.24 46.07 -2.17 -4.5% 46.75
Range 2.32 2.17 -0.15 -6.5% 4.51
ATR 1.82 1.86 0.04 2.1% 0.00
Volume 94,782 106,724 11,942 12.6% 217,855
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.18 51.80 47.26
R3 51.01 49.63 46.67
R2 48.84 48.84 46.47
R1 47.46 47.46 46.27 47.07
PP 46.67 46.67 46.67 46.48
S1 45.29 45.29 45.87 44.90
S2 44.50 44.50 45.67
S3 42.33 43.12 45.47
S4 40.16 40.95 44.88
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 49.53 45.89 3.64 7.9% 2.05 4.4% 5% False True 73,713
10 51.27 45.89 5.38 11.7% 2.01 4.4% 3% False True 65,827
20 51.53 45.89 5.64 12.2% 1.92 4.2% 3% False True 51,390
40 53.02 45.89 7.13 15.5% 1.54 3.3% 3% False True 35,778
60 53.02 43.00 10.02 21.7% 1.55 3.4% 31% False False 30,697
80 53.02 39.08 13.94 30.3% 1.49 3.2% 50% False False 26,571
100 53.02 36.98 16.04 34.8% 1.45 3.2% 57% False False 23,477
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.28
2.618 53.74
1.618 51.57
1.000 50.23
0.618 49.40
HIGH 48.06
0.618 47.23
0.500 46.98
0.382 46.72
LOW 45.89
0.618 44.55
1.000 43.72
1.618 42.38
2.618 40.21
4.250 36.67
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 46.98 47.13
PP 46.67 46.78
S1 46.37 46.42

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

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