NYMEX Light Sweet Crude Oil Future October 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 46.44 46.84 0.40 0.9% 46.46
High 47.14 47.67 0.53 1.1% 48.37
Low 46.26 46.41 0.15 0.3% 45.89
Close 47.06 47.23 0.17 0.4% 47.23
Range 0.88 1.26 0.38 43.2% 2.48
ATR 1.80 1.77 -0.04 -2.2% 0.00
Volume 57,303 45,374 -11,929 -20.8% 381,275
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.88 50.32 47.92
R3 49.62 49.06 47.58
R2 48.36 48.36 47.46
R1 47.80 47.80 47.35 48.08
PP 47.10 47.10 47.10 47.25
S1 46.54 46.54 47.11 46.82
S2 45.84 45.84 47.00
S3 44.58 45.28 46.88
S4 43.32 44.02 46.54
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.60 53.40 48.59
R3 52.12 50.92 47.91
R2 49.64 49.64 47.68
R1 48.44 48.44 47.46 49.04
PP 47.16 47.16 47.16 47.47
S1 45.96 45.96 47.00 46.56
S2 44.68 44.68 46.78
S3 42.20 43.48 46.55
S4 39.72 41.00 45.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.37 45.89 2.48 5.3% 1.57 3.3% 54% False False 76,255
10 50.62 45.89 4.73 10.0% 1.88 4.0% 28% False False 63,770
20 51.53 45.89 5.64 11.9% 1.87 4.0% 24% False False 53,612
40 53.02 45.89 7.13 15.1% 1.53 3.2% 19% False False 37,250
60 53.02 44.86 8.16 17.3% 1.51 3.2% 29% False False 31,704
80 53.02 39.08 13.94 29.5% 1.49 3.2% 58% False False 27,492
100 53.02 36.98 16.04 34.0% 1.44 3.1% 64% False False 24,356
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.03
2.618 50.97
1.618 49.71
1.000 48.93
0.618 48.45
HIGH 47.67
0.618 47.19
0.500 47.04
0.382 46.89
LOW 46.41
0.618 45.63
1.000 45.15
1.618 44.37
2.618 43.11
4.250 41.06
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 47.17 47.15
PP 47.10 47.06
S1 47.04 46.98

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

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