NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	47.05	46.92	-0.13	-0.3%	50.92
High	47.76	49.06	1.30	2.7%	51.20
Low	46.54	46.81	0.27	0.6%	46.75
Close	46.93	48.92	1.99	4.2%	47.37
Range	1.22	2.25	1.03	84.4%	4.45
ATR	1.75	1.79	0.04	2.0%	0.00
Volume	48,690	61,452	12,762	26.2%	120,838

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.01	54.22	50.16
R3	52.76	51.97	49.54
R2	50.51	50.51	49.33
R1	49.72	49.72	49.13	50.12
PP	48.26	48.26	48.26	48.46
S1	47.47	47.47	48.71	47.87
S2	46.01	46.01	48.51
S3	43.76	45.22	48.30
S4	41.51	42.97	47.68

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	61.79	59.03	49.82
R3	57.34	54.58	48.59
R2	52.89	52.89	48.19
R1	50.13	50.13	47.78	49.29
PP	48.44	48.44	48.44	48.02
S1	45.68	45.68	46.96	44.84
S2	43.99	43.99	46.55
S3	39.54	41.23	46.15
S4	35.09	36.78	44.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.10	46.54	3.56	7.3%	1.96	4.0%	67%	False	False	40,082
10	51.81	46.54	5.27	10.8%	1.90	3.9%	45%	False	False	33,963
20	52.00	46.54	5.46	11.2%	1.80	3.7%	44%	False	False	27,677
40	53.39	46.54	6.85	14.0%	1.48	3.0%	35%	False	False	21,295
60	53.39	41.29	12.10	24.7%	1.49	3.0%	63%	False	False	19,089
80	53.39	39.40	13.99	28.6%	1.40	2.9%	68%	False	False	17,114

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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	58.62
2.618	54.95
1.618	52.70
1.000	51.31
0.618	50.45
HIGH	49.06
0.618	48.20
0.500	47.94
0.382	47.67
LOW	46.81
0.618	45.42
1.000	44.56
1.618	43.17
2.618	40.92
4.250	37.25

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	48.59	48.55
PP	48.26	48.17
S1	47.94	47.80

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