NYMEX Light Sweet Crude Oil Future November 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	47.13	47.35	0.22	0.5%	47.05
High	47.86	48.35	0.49	1.0%	49.06
Low	46.93	47.11	0.18	0.4%	46.54
Close	47.77	47.89	0.12	0.3%	47.89
Range	0.93	1.24	0.31	33.3%	2.52
ATR	1.78	1.74	-0.04	-2.2%	0.00
Volume	35,824	29,452	-6,372	-17.8%	232,903

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.50	50.94	48.57
R3	50.26	49.70	48.23
R2	49.02	49.02	48.12
R1	48.46	48.46	48.00	48.74
PP	47.78	47.78	47.78	47.93
S1	47.22	47.22	47.78	47.50
S2	46.54	46.54	47.66
S3	45.30	45.98	47.55
S4	44.06	44.74	47.21

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.39	54.16	49.28
R3	52.87	51.64	48.58
R2	50.35	50.35	48.35
R1	49.12	49.12	48.12	49.74
PP	47.83	47.83	47.83	48.14
S1	46.60	46.60	47.66	47.22
S2	45.31	45.31	47.43
S3	42.79	44.08	47.20
S4	40.27	41.56	46.50

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%	1.56	3.2%	54%	False	False	46,580
10	51.20	46.54	4.66	9.7%	1.85	3.9%	29%	False	False	37,690
20	52.00	46.54	5.46	11.4%	1.84	3.8%	25%	False	False	30,811
40	53.39	46.54	6.85	14.3%	1.50	3.1%	20%	False	False	23,102
60	53.39	45.25	8.14	17.0%	1.45	3.0%	32%	False	False	20,528
80	53.39	39.40	13.99	29.2%	1.42	3.0%	61%	False	False	18,221

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.62
2.618	51.60
1.618	50.36
1.000	49.59
0.618	49.12
HIGH	48.35
0.618	47.88
0.500	47.73
0.382	47.58
LOW	47.11
0.618	46.34
1.000	45.87
1.618	45.10
2.618	43.86
4.250	41.84

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	47.84	47.81
PP	47.78	47.72
S1	47.73	47.64

Download as Excel Spreadsheet

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

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