NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 48.35 47.13 -1.22 -2.5% 50.92
High 48.71 47.86 -0.85 -1.7% 51.20
Low 46.57 46.93 0.36 0.8% 46.75
Close 46.76 47.77 1.01 2.2% 47.37
Range 2.14 0.93 -1.21 -56.5% 4.45
ATR 1.83 1.78 -0.05 -2.8% 0.00
Volume 57,485 35,824 -21,661 -37.7% 120,838
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.31 49.97 48.28
R3 49.38 49.04 48.03
R2 48.45 48.45 47.94
R1 48.11 48.11 47.86 48.28
PP 47.52 47.52 47.52 47.61
S1 47.18 47.18 47.68 47.35
S2 46.59 46.59 47.60
S3 45.66 46.25 47.51
S4 44.73 45.32 47.26
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 49.06 46.54 2.52 5.3% 1.52 3.2% 49% False False 45,421
10 51.39 46.54 4.85 10.2% 1.87 3.9% 25% False False 37,486
20 52.00 46.54 5.46 11.4% 1.85 3.9% 23% False False 30,416
40 53.39 46.54 6.85 14.3% 1.49 3.1% 18% False False 22,723
60 53.39 43.72 9.67 20.2% 1.47 3.1% 42% False False 20,241
80 53.39 39.40 13.99 29.3% 1.41 3.0% 60% False False 17,995
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 51.81
2.618 50.29
1.618 49.36
1.000 48.79
0.618 48.43
HIGH 47.86
0.618 47.50
0.500 47.40
0.382 47.29
LOW 46.93
0.618 46.36
1.000 46.00
1.618 45.43
2.618 44.50
4.250 42.98
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 47.65 47.82
PP 47.52 47.80
S1 47.40 47.79

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

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